ePlay Digital Inc (EPY.CX)
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Nov 22, 16:00
ePlay Digital Max Drawdown (5Y): 99.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.11% |
| August 31, 2024 | 99.33% |
| July 31, 2024 | 99.33% |
| June 30, 2024 | 99.33% |
| May 31, 2024 | 99.33% |
| April 30, 2024 | 99.33% |
| March 31, 2024 | 99.33% |
| February 29, 2024 | 99.33% |
| January 31, 2024 | 99.33% |
| December 31, 2023 | 99.33% |
| November 30, 2023 | 99.33% |
| October 31, 2023 | 99.33% |
| September 30, 2023 | 99.33% |
| August 31, 2023 | 99.33% |
| July 31, 2023 | 99.33% |
| June 30, 2023 | 99.33% |
| May 31, 2023 | 99.33% |
| April 30, 2023 | 99.33% |
| March 31, 2023 | 99.33% |
| February 28, 2023 | 99.33% |
| January 31, 2023 | 99.33% |
| December 31, 2022 | 99.33% |
| November 30, 2022 | 99.33% |
| October 31, 2022 | 99.33% |
| September 30, 2022 | 99.33% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.33% |
| July 31, 2022 | 99.33% |
| June 30, 2022 | 99.33% |
| May 31, 2022 | 99.33% |
| April 30, 2022 | 99.33% |
| March 31, 2022 | 99.33% |
| February 28, 2022 | 99.33% |
| January 31, 2022 | 99.33% |
| December 31, 2021 | 99.33% |
| November 30, 2021 | 99.33% |
| October 31, 2021 | 99.33% |
| September 30, 2021 | 99.33% |
| August 31, 2021 | 99.33% |
| July 31, 2021 | 99.33% |
| June 30, 2021 | 99.33% |
| May 31, 2021 | 99.33% |
| April 30, 2021 | 99.33% |
| March 31, 2021 | 99.33% |
| February 28, 2021 | 99.33% |
| January 31, 2021 | 99.33% |
| December 31, 2020 | 99.33% |
| November 30, 2020 | 99.33% |
| October 31, 2020 | 99.33% |
| September 30, 2020 | 99.33% |
| August 31, 2020 | 99.33% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
99.11%
Minimum
Sep 2024
99.33%
Maximum
Nov 2019
99.33%
Average
99.33%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| New Wave Holdings Corp | 99.96% |
| QYOU Media Inc | 95.61% |
| Playground Ventures Inc | 99.57% |
| OverActive Media Corp | -- |
| ADSL Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.07 |
| Beta (5Y) | 1.870 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 158.9% |
| Historical Sharpe Ratio (5Y) | -0.211 |
| Historical Sortino (5Y) | -0.5981 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |