Freeze Tag Inc (FRZT)
0.01
0.00 (0.00%)
USD |
OTCM |
May 02, 15:51
Freeze Tag Max Drawdown (5Y): 99.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.23% |
March 31, 2024 | 99.23% |
February 29, 2024 | 99.23% |
January 31, 2024 | 99.23% |
December 31, 2023 | 99.23% |
November 30, 2023 | 99.23% |
October 31, 2023 | 99.23% |
September 30, 2023 | 99.23% |
August 31, 2023 | 99.23% |
July 31, 2023 | 99.23% |
June 30, 2023 | 99.23% |
May 31, 2023 | 99.23% |
April 30, 2023 | 99.23% |
March 31, 2023 | 99.23% |
February 28, 2023 | 99.23% |
January 31, 2023 | 99.23% |
December 31, 2022 | 99.23% |
November 30, 2022 | 99.23% |
October 31, 2022 | 99.23% |
September 30, 2022 | 99.23% |
August 31, 2022 | 99.23% |
July 31, 2022 | 99.23% |
June 30, 2022 | 99.23% |
May 31, 2022 | 99.23% |
April 30, 2022 | 99.23% |
Date | Value |
---|---|
March 31, 2022 | 99.49% |
February 28, 2022 | 99.74% |
January 31, 2022 | 99.74% |
December 31, 2021 | 99.80% |
November 30, 2021 | 99.80% |
October 31, 2021 | 99.80% |
September 30, 2021 | 99.80% |
August 31, 2021 | 99.80% |
July 31, 2021 | 99.86% |
June 30, 2021 | 99.93% |
May 31, 2021 | 99.93% |
April 30, 2021 | 99.93% |
March 31, 2021 | 99.93% |
February 28, 2021 | 99.93% |
January 31, 2021 | 99.93% |
December 31, 2020 | 99.93% |
November 30, 2020 | 99.93% |
October 31, 2020 | 99.93% |
September 30, 2020 | 99.93% |
August 31, 2020 | 99.93% |
July 31, 2020 | 99.93% |
June 30, 2020 | 99.93% |
May 31, 2020 | 99.93% |
April 30, 2020 | 99.93% |
March 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
99.23%
Minimum
Apr 2022
99.93%
Maximum
May 2019
99.61%
Average
99.80%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Take-Two Interactive Software Inc | 56.14% |
Electronic Arts Inc | 41.62% |
Golden Matrix Group Inc | 100.0% |
GD Culture Group Ltd | 99.78% |
GameSquare Holdings Inc | 99.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.26 |
Beta (5Y) | 0.579 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.6% |
Historical Sharpe Ratio (5Y) | -0.1512 |
Historical Sortino (5Y) | -0.381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.44% |