Goliath Film & Media Holdings (GFMH)
0.0038
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Goliath Film & Media Holdings Max Drawdown (5Y): 91.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.89% |
March 31, 2024 | 91.89% |
February 29, 2024 | 91.89% |
January 31, 2024 | 91.89% |
December 31, 2023 | 91.89% |
November 30, 2023 | 91.89% |
October 31, 2023 | 91.89% |
September 30, 2023 | 91.89% |
August 31, 2023 | 91.89% |
July 31, 2023 | 91.89% |
June 30, 2023 | 91.11% |
May 31, 2023 | 91.11% |
April 30, 2023 | 91.11% |
March 31, 2023 | 91.11% |
February 28, 2023 | 91.11% |
January 31, 2023 | 91.11% |
December 31, 2022 | 91.11% |
November 30, 2022 | 88.23% |
October 31, 2022 | 88.23% |
September 30, 2022 | 88.23% |
August 31, 2022 | 86.66% |
July 31, 2022 | 86.47% |
June 30, 2022 | 94.06% |
May 31, 2022 | 97.00% |
April 30, 2022 | 97.00% |
Date | Value |
---|---|
March 31, 2022 | 97.00% |
February 28, 2022 | 97.00% |
January 31, 2022 | 97.20% |
December 31, 2021 | 98.40% |
November 30, 2021 | 98.76% |
October 31, 2021 | 98.96% |
September 30, 2021 | 99.52% |
August 31, 2021 | 99.60% |
July 31, 2021 | 99.60% |
June 30, 2021 | 99.60% |
May 31, 2021 | 99.60% |
April 30, 2021 | 99.78% |
March 31, 2021 | 99.78% |
February 28, 2021 | 99.82% |
January 31, 2021 | 99.96% |
December 31, 2020 | 99.97% |
November 30, 2020 | 99.97% |
October 31, 2020 | 99.97% |
September 30, 2020 | 99.97% |
August 31, 2020 | 99.97% |
July 31, 2020 | 99.97% |
June 30, 2020 | 99.97% |
May 31, 2020 | 99.97% |
April 30, 2020 | 99.97% |
March 31, 2020 | 99.97% |
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
86.47%
Minimum
Jul 2022
99.98%
Maximum
May 2019
96.11%
Average
98.86%
Median
Max Drawdown (5Y) Benchmarks
Everlert Inc | 99.94% |
Alliance Entertainment Holding Corp | -- |
TKO Group Holdings Inc | -- |
Mega Matrix Corp | 95.39% |
Paramount Global | 88.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.557 |
Beta (5Y) | 0.5768 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 144.2% |
Historical Sharpe Ratio (5Y) | 0.0554 |
Historical Sortino (5Y) | 0.1506 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.86% |