Global Clean Energy Holdings Inc (GCEH)
0.89
-0.06
(-6.29%)
USD |
OTCM |
May 06, 15:55
Global Clean Energy Holdings Max Drawdown (5Y): 91.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.01% |
| March 31, 2024 | 91.01% |
| February 29, 2024 | 91.01% |
| January 31, 2024 | 91.01% |
| December 31, 2023 | 91.01% |
| November 30, 2023 | 91.01% |
| October 31, 2023 | 90.51% |
| September 30, 2023 | 90.51% |
| August 31, 2023 | 90.51% |
| July 31, 2023 | 90.51% |
| June 30, 2023 | 90.51% |
| May 31, 2023 | 90.51% |
| April 30, 2023 | 90.51% |
| March 31, 2023 | 90.51% |
| February 28, 2023 | 89.04% |
| January 31, 2023 | 89.04% |
| December 31, 2022 | 91.20% |
| November 30, 2022 | 92.00% |
| October 31, 2022 | 92.00% |
| September 30, 2022 | 94.80% |
| August 31, 2022 | 94.80% |
| July 31, 2022 | 94.80% |
| June 30, 2022 | 94.80% |
| May 31, 2022 | 94.80% |
| April 30, 2022 | 94.80% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.80% |
| February 28, 2022 | 94.80% |
| January 31, 2022 | 97.20% |
| December 31, 2021 | 97.20% |
| November 30, 2021 | 97.20% |
| October 31, 2021 | 97.20% |
| September 30, 2021 | 97.20% |
| August 31, 2021 | 97.20% |
| July 31, 2021 | 97.20% |
| June 30, 2021 | 97.20% |
| May 31, 2021 | 97.20% |
| April 30, 2021 | 97.20% |
| March 31, 2021 | 97.20% |
| February 28, 2021 | 97.20% |
| January 31, 2021 | 97.20% |
| December 31, 2020 | 97.20% |
| November 30, 2020 | 97.20% |
| October 31, 2020 | 97.20% |
| September 30, 2020 | 97.20% |
| August 31, 2020 | 97.20% |
| July 31, 2020 | 97.20% |
| June 30, 2020 | 97.20% |
| May 31, 2020 | 97.20% |
| April 30, 2020 | 97.20% |
| March 31, 2020 | 97.20% |
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
89.04%
Minimum
Jan 2023
97.20%
Maximum
May 2019
94.82%
Average
97.20%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Edible Garden AG Inc | -- |
| Stevia Corp | 98.27% |
| Alico Inc | 53.78% |
| Cal-Maine Foods Inc | 47.88% |
| S&W Seed Co | 90.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.14 |
| Beta (5Y) | 1.324 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 157.9% |
| Historical Sharpe Ratio (5Y) | -0.0214 |
| Historical Sortino (5Y) | -0.0879 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.43% |