Ezenia! Inc (EZEN)
21210.00
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Ezenia! Max Drawdown (5Y): 99.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.79% |
| March 31, 2024 | 99.79% |
| February 29, 2024 | 99.79% |
| January 31, 2024 | 99.79% |
| December 31, 2023 | 99.79% |
| November 30, 2023 | 99.79% |
| October 31, 2023 | 99.79% |
| September 30, 2023 | 99.79% |
| August 31, 2023 | 99.79% |
| July 31, 2023 | 99.79% |
| June 30, 2023 | 99.79% |
| May 31, 2023 | 99.79% |
| April 30, 2023 | 97.87% |
| March 31, 2023 | 97.87% |
| February 28, 2023 | 97.87% |
| January 31, 2023 | 97.87% |
| December 31, 2022 | 97.87% |
| November 30, 2022 | 97.87% |
| October 31, 2022 | 99.92% |
| September 30, 2022 | 99.92% |
| August 31, 2022 | 99.92% |
| July 31, 2022 | 99.92% |
| June 30, 2022 | 99.92% |
| May 31, 2022 | 99.92% |
| April 30, 2022 | 99.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.92% |
| February 28, 2022 | 99.92% |
| January 31, 2022 | 99.92% |
| December 31, 2021 | 99.92% |
| November 30, 2021 | 99.92% |
| October 31, 2021 | 99.92% |
| September 30, 2021 | 99.92% |
| August 31, 2021 | 99.92% |
| July 31, 2021 | 99.92% |
| June 30, 2021 | 99.92% |
| May 31, 2021 | 99.92% |
| April 30, 2021 | 99.92% |
| March 31, 2021 | 99.92% |
| February 28, 2021 | 99.92% |
| January 31, 2021 | 99.92% |
| December 31, 2020 | 99.92% |
| November 30, 2020 | 99.92% |
| October 31, 2020 | 99.92% |
| September 30, 2020 | 99.92% |
| August 31, 2020 | 99.92% |
| July 31, 2020 | 99.92% |
| June 30, 2020 | 99.92% |
| May 31, 2020 | 99.92% |
| April 30, 2020 | 99.92% |
| March 31, 2020 | 99.92% |
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
97.87%
Minimum
Nov 2022
99.92%
Maximum
May 2019
99.69%
Average
99.92%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Adtran Holdings Inc | 82.00% |
| Cisco Systems Inc | 41.97% |
| Aviat Networks Inc | 68.58% |
| Wireless Telecom Group Inc (DELISTED) | -- |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.46 |
| Beta (5Y) | 1.828 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 537.6% |
| Historical Sharpe Ratio (5Y) | 0.0927 |
| Historical Sortino (5Y) | 0.551 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 67.00% |