New Concept Energy Inc (GBR)
1.20
-0.08
(-6.25%)
USD |
NYAM |
Apr 30, 15:07
New Concept Energy Max Drawdown (5Y): 96.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 93.26% |
| July 31, 2020 | 93.26% |
| June 30, 2020 | 93.26% |
| May 31, 2020 | 93.26% |
| April 30, 2020 | 93.26% |
| March 31, 2020 | 93.26% |
| February 29, 2020 | 88.96% |
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
88.19%
Minimum
Apr 2019
96.36%
Maximum
May 2023
93.29%
Average
93.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| InnSuites Hospitality Trust | 91.17% |
| CoStar Group Inc | 46.59% |
| Gyrodyne LLC | 63.14% |
| Power REIT | 99.36% |
| ReAlpha Tech Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.16 |
| Beta (5Y) | 0.3907 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 176.0% |
| Historical Sharpe Ratio (5Y) | -0.0913 |
| Historical Sortino (5Y) | -0.4819 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.01% |