New Concept Energy Inc (GBR)
1.22
+0.02
(+1.67%)
USD |
NYAM |
Nov 22, 16:00
1.22
0.00 (0.00%)
Pre-Market: 20:00
New Concept Energy Max Drawdown (5Y): 96.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 96.36% |
September 30, 2024 | 96.36% |
August 31, 2024 | 96.36% |
July 31, 2024 | 96.36% |
June 30, 2024 | 96.36% |
May 31, 2024 | 96.36% |
April 30, 2024 | 96.36% |
March 31, 2024 | 96.36% |
February 29, 2024 | 96.36% |
January 31, 2024 | 96.36% |
December 31, 2023 | 96.36% |
November 30, 2023 | 96.36% |
October 31, 2023 | 96.36% |
September 30, 2023 | 96.36% |
August 31, 2023 | 96.36% |
July 31, 2023 | 96.36% |
June 30, 2023 | 96.36% |
May 31, 2023 | 96.36% |
April 30, 2023 | 95.96% |
March 31, 2023 | 95.92% |
February 28, 2023 | 95.76% |
January 31, 2023 | 95.76% |
December 31, 2022 | 95.72% |
November 30, 2022 | 95.64% |
October 31, 2022 | 95.64% |
Date | Value |
---|---|
September 30, 2022 | 95.64% |
August 31, 2022 | 94.64% |
July 31, 2022 | 94.36% |
June 30, 2022 | 93.84% |
May 31, 2022 | 93.26% |
April 30, 2022 | 93.26% |
March 31, 2022 | 93.26% |
February 28, 2022 | 93.26% |
January 31, 2022 | 93.26% |
December 31, 2021 | 93.26% |
November 30, 2021 | 93.26% |
October 31, 2021 | 93.26% |
September 30, 2021 | 93.26% |
August 31, 2021 | 93.26% |
July 31, 2021 | 93.26% |
June 30, 2021 | 93.26% |
May 31, 2021 | 93.26% |
April 30, 2021 | 93.26% |
March 31, 2021 | 93.26% |
February 28, 2021 | 93.26% |
January 31, 2021 | 93.26% |
December 31, 2020 | 93.26% |
November 30, 2020 | 93.26% |
October 31, 2020 | 93.26% |
September 30, 2020 | 93.26% |
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
90.38%
Minimum
Nov 2019
96.36%
Maximum
May 2023
94.38%
Average
93.26%
Median
Mar 2020
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) | -10.04 |
Beta (5Y) | 0.3030 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 176.0% |
Historical Sharpe Ratio (5Y) | -0.0348 |
Historical Sortino (5Y) | -0.1795 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.01% |