Exeo Entertainment Inc (EXEO)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Exeo Entertainment Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.79% |
| June 30, 2023 | 99.79% |
| May 31, 2023 | 99.79% |
| April 30, 2023 | 99.79% |
| March 31, 2023 | 99.79% |
| February 28, 2023 | 99.79% |
| January 31, 2023 | 99.79% |
| December 31, 2022 | 99.79% |
| November 30, 2022 | 99.79% |
| October 31, 2022 | 99.79% |
| September 30, 2022 | 99.79% |
| August 31, 2022 | 99.79% |
| July 31, 2022 | 91.44% |
| June 30, 2022 | 91.44% |
| May 31, 2022 | 91.44% |
| April 30, 2022 | 91.44% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.16% |
| February 28, 2022 | 89.16% |
| January 31, 2022 | 89.16% |
| December 31, 2021 | 89.16% |
| November 30, 2021 | 89.16% |
| October 31, 2021 | 86.64% |
| September 30, 2021 | 85.11% |
| August 31, 2021 | 85.11% |
| July 31, 2021 | 85.11% |
| June 30, 2021 | 84.73% |
| May 31, 2021 | 84.73% |
| April 30, 2021 | 84.73% |
| March 31, 2021 | 78.86% |
| February 28, 2021 | 70.50% |
| January 31, 2021 | 67.94% |
| December 31, 2020 | 65.38% |
| November 30, 2020 | 65.38% |
| October 31, 2020 | 65.38% |
| September 30, 2020 | 65.38% |
| August 31, 2020 | 65.38% |
| July 31, 2020 | 65.38% |
| June 30, 2020 | 65.38% |
| May 31, 2020 | 65.38% |
| April 30, 2020 | 65.38% |
| March 31, 2020 | 65.38% |
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
65.38%
Minimum
May 2019
100.00%
Maximum
Dec 2023
83.84%
Average
87.90%
Median
Max Drawdown (5Y) Benchmarks
| MabCure Inc | 99.87% |
| LGL Group Inc | 73.75% |
| eMagin Corp (DELISTED) | -- |
| Vuzix Corp | 96.09% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -354.44 |
| Beta (5Y) | 24.32 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 9.74K% |
| Historical Sharpe Ratio (5Y) | -0.0086 |
| Historical Sortino (5Y) | -0.8862 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 95.00% |