Greenlite Ventures Inc (GRNL)
0.4585
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Greenlite Ventures Max Drawdown (5Y): 90.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.13% |
March 31, 2024 | 90.13% |
February 29, 2024 | 90.13% |
January 31, 2024 | 90.13% |
December 31, 2023 | 90.13% |
November 30, 2023 | 90.13% |
October 31, 2023 | 91.57% |
September 30, 2023 | 97.00% |
August 31, 2023 | 97.00% |
July 31, 2023 | 97.00% |
June 30, 2023 | 97.00% |
May 31, 2023 | 97.00% |
April 30, 2023 | 97.00% |
March 31, 2023 | 97.00% |
February 28, 2023 | 97.00% |
January 31, 2023 | 97.00% |
December 31, 2022 | 97.00% |
November 30, 2022 | 97.00% |
October 31, 2022 | 97.00% |
September 30, 2022 | 97.00% |
August 31, 2022 | 97.00% |
July 31, 2022 | 97.00% |
June 30, 2022 | 97.00% |
May 31, 2022 | 99.04% |
April 30, 2022 | 99.75% |
Date | Value |
---|---|
March 31, 2022 | 99.75% |
February 28, 2022 | 99.75% |
January 31, 2022 | 99.85% |
December 31, 2021 | 99.85% |
November 30, 2021 | 99.85% |
October 31, 2021 | 99.85% |
September 30, 2021 | 99.98% |
August 31, 2021 | 99.98% |
July 31, 2021 | 99.98% |
June 30, 2021 | 99.98% |
May 31, 2021 | 99.98% |
April 30, 2021 | 99.98% |
March 31, 2021 | 99.98% |
February 28, 2021 | 99.98% |
January 31, 2021 | 99.98% |
December 31, 2020 | 99.98% |
November 30, 2020 | 99.98% |
October 31, 2020 | 99.98% |
September 30, 2020 | 99.98% |
August 31, 2020 | 99.98% |
July 31, 2020 | 99.98% |
June 30, 2020 | 99.98% |
May 31, 2020 | 99.98% |
April 30, 2020 | 99.98% |
March 31, 2020 | 99.98% |
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
90.13%
Minimum
Nov 2023
99.98%
Maximum
May 2019
98.02%
Average
99.85%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Commercial Vehicle Group Inc | 90.48% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.086 |
Beta (5Y) | 2.032 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 162.3% |
Historical Sharpe Ratio (5Y) | 0.1021 |
Historical Sortino (5Y) | 0.2728 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.16% |