Freight Technologies Inc (FRGT)
0.5054
-0.02
(-4.48%)
USD |
NASDAQ |
Jun 14, 16:00
0.545
+0.04
(+7.84%)
After-Hours: 05:22
Freight Technologies Max Drawdown (5Y): 99.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.97% |
April 30, 2024 | 99.97% |
March 31, 2024 | 99.96% |
February 29, 2024 | 99.96% |
January 31, 2024 | 99.96% |
December 31, 2023 | 99.96% |
November 30, 2023 | 99.96% |
October 31, 2023 | 99.96% |
September 30, 2023 | 99.96% |
August 31, 2023 | 99.96% |
July 31, 2023 | 99.96% |
June 30, 2023 | 99.96% |
May 31, 2023 | 99.96% |
April 30, 2023 | 99.96% |
March 31, 2023 | 99.96% |
February 28, 2023 | 99.96% |
January 31, 2023 | 99.96% |
December 31, 2022 | 99.96% |
November 30, 2022 | 99.96% |
October 31, 2022 | 99.93% |
September 30, 2022 | 99.92% |
August 31, 2022 | 99.80% |
July 31, 2022 | 99.80% |
June 30, 2022 | 99.80% |
May 31, 2022 | 99.77% |
Date | Value |
---|---|
April 30, 2022 | 99.75% |
March 31, 2022 | 99.75% |
February 28, 2022 | 99.67% |
January 31, 2022 | 99.42% |
December 31, 2021 | 99.42% |
November 30, 2021 | 99.42% |
October 31, 2021 | 99.42% |
September 30, 2021 | 99.42% |
August 31, 2021 | 99.42% |
July 31, 2021 | 99.42% |
June 30, 2021 | 99.42% |
May 31, 2021 | 99.42% |
April 30, 2021 | 99.42% |
March 31, 2021 | 99.42% |
February 28, 2021 | 99.42% |
January 31, 2021 | 99.42% |
December 31, 2020 | 99.42% |
November 30, 2020 | 99.42% |
October 31, 2020 | 99.42% |
September 30, 2020 | 99.42% |
August 31, 2020 | 99.37% |
July 31, 2020 | 99.37% |
June 30, 2020 | 99.37% |
May 31, 2020 | 99.37% |
April 30, 2020 | 99.37% |
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
98.81%
Minimum
Jun 2019
99.97%
Maximum
May 2024
99.56%
Average
99.42%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Smartsheet Inc | 69.28% |
Autodesk Inc | 51.99% |
Inuvo Inc | 95.07% |
Issuer Direct Corp | 71.21% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -104.45 |
Beta (5Y) | 1.632 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.69% |
Historical Sharpe Ratio (5Y) | -0.8234 |
Historical Sortino (5Y) | -1.597 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.15% |