enSurge Inc (ESGI)
0.0002
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
enSurge Max Drawdown (5Y): 99.91% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.91% |
August 31, 2024 | 99.91% |
July 31, 2024 | 99.91% |
June 30, 2024 | 99.91% |
May 31, 2024 | 99.91% |
April 30, 2024 | 99.91% |
March 31, 2024 | 99.91% |
February 29, 2024 | 99.91% |
January 31, 2024 | 99.91% |
December 31, 2023 | 99.91% |
November 30, 2023 | 99.91% |
October 31, 2023 | 99.91% |
September 30, 2023 | 99.91% |
August 31, 2023 | 99.91% |
July 31, 2023 | 99.91% |
June 30, 2023 | 99.91% |
May 31, 2023 | 99.91% |
April 30, 2023 | 99.91% |
March 31, 2023 | 99.91% |
February 28, 2023 | 99.91% |
January 31, 2023 | 99.91% |
December 31, 2022 | 99.91% |
November 30, 2022 | 99.91% |
October 31, 2022 | 99.91% |
September 30, 2022 | 99.91% |
Date | Value |
---|---|
August 31, 2022 | 99.91% |
July 31, 2022 | 99.91% |
June 30, 2022 | 99.91% |
May 31, 2022 | 99.91% |
April 30, 2022 | 99.91% |
March 31, 2022 | 99.91% |
February 28, 2022 | 99.91% |
January 31, 2022 | 99.91% |
December 31, 2021 | 99.91% |
November 30, 2021 | 97.74% |
October 31, 2021 | 97.74% |
September 30, 2021 | 97.74% |
August 31, 2021 | 97.74% |
July 31, 2021 | 98.93% |
June 30, 2021 | 99.05% |
May 31, 2021 | 99.66% |
April 30, 2021 | 99.66% |
March 31, 2021 | 99.71% |
February 28, 2021 | 99.80% |
January 31, 2021 | 99.90% |
December 31, 2020 | 99.92% |
November 30, 2020 | 99.92% |
October 31, 2020 | 99.92% |
September 30, 2020 | 99.93% |
August 31, 2020 | 99.93% |
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
97.74%
Minimum
Aug 2021
99.94%
Maximum
Nov 2019
99.72%
Average
99.91%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
Odyssey Marine Exploration Inc | 94.11% |
Firma Holdings Corp | 99.95% |
American Battery Materials Inc | 99.80% |
Range Impact Inc | 99.76% |
Searchlight Minerals Corp | 97.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.36 |
Beta (5Y) | -3.631 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 132.6% |
Historical Sharpe Ratio (5Y) | -0.5129 |
Historical Sortino (5Y) | -0.9752 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.71% |