GHST World Inc (GHST)
0.0882
-0.01
(-11.75%)
USD |
OTCM |
Nov 04, 16:00
GHST World Max Drawdown (5Y): 99.76% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.76% |
August 31, 2024 | 99.78% |
July 31, 2024 | 99.78% |
June 30, 2024 | 99.78% |
May 31, 2024 | 99.78% |
April 30, 2024 | 99.78% |
March 31, 2024 | 99.78% |
February 29, 2024 | 99.78% |
January 31, 2024 | 99.78% |
December 31, 2023 | 99.78% |
November 30, 2023 | 99.78% |
October 31, 2023 | 99.86% |
September 30, 2023 | 99.89% |
August 31, 2023 | 99.89% |
July 31, 2023 | 99.89% |
June 30, 2023 | 99.89% |
May 31, 2023 | 99.89% |
April 30, 2023 | 99.89% |
March 31, 2023 | 99.89% |
February 28, 2023 | 99.89% |
January 31, 2023 | 99.89% |
December 31, 2022 | 99.89% |
November 30, 2022 | 99.89% |
October 31, 2022 | 99.89% |
September 30, 2022 | 99.89% |
Date | Value |
---|---|
August 31, 2022 | 99.89% |
July 31, 2022 | 99.89% |
June 30, 2022 | 99.89% |
May 31, 2022 | 99.89% |
April 30, 2022 | 99.89% |
March 31, 2022 | 99.89% |
February 28, 2022 | 99.89% |
January 31, 2022 | 99.89% |
December 31, 2021 | 99.89% |
November 30, 2021 | 99.89% |
October 31, 2021 | 99.89% |
September 30, 2021 | 99.89% |
August 31, 2021 | 99.89% |
July 31, 2021 | 99.89% |
June 30, 2021 | 99.89% |
May 31, 2021 | 99.89% |
April 30, 2021 | 99.89% |
March 31, 2021 | 99.89% |
February 28, 2021 | 99.89% |
January 31, 2021 | 99.89% |
December 31, 2020 | 99.89% |
November 30, 2020 | 99.89% |
October 31, 2020 | 99.89% |
September 30, 2020 | 99.89% |
August 31, 2020 | 99.89% |
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
99.76%
Minimum
Sep 2024
99.89%
Maximum
Nov 2019
99.87%
Average
99.89%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Big 5 Sporting Goods Corp | 95.68% |
America's Car-Mart Inc | 77.63% |
Citi Trends Inc | 87.25% |
Kirkland's Inc | 97.81% |
Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.18 |
Beta (5Y) | 0.0991 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 213.4% |
Historical Sharpe Ratio (5Y) | -0.1632 |
Historical Sortino (5Y) | -0.5322 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.21% |