enSurge Inc (ESGI)
0.0002
0.00 (0.00%)
USD |
OTCM |
Nov 04, 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% |
| American Battery Materials Inc | 99.80% |
| Range Impact Inc | 99.76% |
| Searchlight Minerals Corp | 97.81% |
| Ivanhoe Electric Inc | -- |
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% |