New Concept Energy Inc (GBR)
0.96
0.00 (0.00%)
USD |
NYAM |
Mar 24, 16:00
0.9401
-0.02
(-2.07%)
After-Hours: 20:00
New Concept Energy Max Drawdown (5Y): 96.36% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| CoStar Group Inc | 46.59% |
| Gyrodyne LLC | 63.14% |
| InnSuites Hospitality Trust | 91.17% |
| Power REIT | 99.48% |
| ReAlpha Tech Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.358 |
| Beta (5Y) | 0.2218 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 174.5% |
| Historical Sharpe Ratio (5Y) | -0.0068 |
| Historical Sortino (5Y) | -0.0369 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.27% |