Global Digital Solutions Inc (GDSI)
0.0001
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Global Digital Solutions Max Drawdown (5Y): 100.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 100.00% |
| August 31, 2024 | 100.00% |
| July 31, 2024 | 100.00% |
| June 30, 2024 | 100.00% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 97.57% |
| November 30, 2023 | 99.07% |
| October 31, 2023 | 99.36% |
| September 30, 2023 | 99.47% |
| August 31, 2023 | 99.47% |
| July 31, 2023 | 99.47% |
| June 30, 2023 | 99.47% |
| May 31, 2023 | 99.47% |
| April 30, 2023 | 99.47% |
| March 31, 2023 | 99.47% |
| February 28, 2023 | 99.47% |
| January 31, 2023 | 99.55% |
| December 31, 2022 | 99.55% |
| November 30, 2022 | 99.55% |
| October 31, 2022 | 99.55% |
| September 30, 2022 | 99.55% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.55% |
| July 31, 2022 | 99.56% |
| June 30, 2022 | 99.57% |
| May 31, 2022 | 99.65% |
| April 30, 2022 | 99.91% |
| March 31, 2022 | 99.91% |
| February 28, 2022 | 99.91% |
| January 31, 2022 | 99.91% |
| December 31, 2021 | 99.91% |
| November 30, 2021 | 99.91% |
| October 31, 2021 | 99.91% |
| September 30, 2021 | 99.92% |
| August 31, 2021 | 99.92% |
| July 31, 2021 | 99.92% |
| June 30, 2021 | 99.92% |
| May 31, 2021 | 99.95% |
| April 30, 2021 | 99.95% |
| March 31, 2021 | 99.95% |
| February 28, 2021 | 99.95% |
| January 31, 2021 | 99.95% |
| December 31, 2020 | 99.95% |
| November 30, 2020 | 99.95% |
| October 31, 2020 | 99.95% |
| September 30, 2020 | 99.95% |
| August 31, 2020 | 99.95% |
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
97.57%
Minimum
Dec 2023
100.00%
Maximum
Jan 2024
99.76%
Average
99.92%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| The GEO Group Inc | 77.74% |
| Ameriguard Security Services Inc | 98.89% |
| Wealthcraft Capital Inc | 99.33% |
| Blue Line Protection Group Inc | 99.92% |
| ADT Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -434.61 |
| Beta (5Y) | 26.74 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.37K% |
| Historical Sharpe Ratio (5Y) | -0.0205 |
| Historical Sortino (5Y) | -0.8626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.59% |