Grom Social Enterprises Inc (GROM)
0.5865
+0.02
(+2.89%)
USD |
NASDAQ |
May 02, 13:44
Grom Social Enterprises Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 99.99% |
February 29, 2024 | 99.99% |
January 31, 2024 | 99.99% |
December 31, 2023 | 99.99% |
November 30, 2023 | 99.99% |
October 31, 2023 | 99.99% |
September 30, 2023 | 99.99% |
August 31, 2023 | 99.96% |
July 31, 2023 | 99.95% |
June 30, 2023 | 99.95% |
May 31, 2023 | 99.94% |
April 30, 2023 | 99.92% |
March 31, 2023 | 99.90% |
February 28, 2023 | 99.86% |
January 31, 2023 | 99.86% |
December 31, 2022 | 99.86% |
November 30, 2022 | 99.61% |
October 31, 2022 | 99.61% |
September 30, 2022 | 99.61% |
August 31, 2022 | 99.61% |
July 31, 2022 | 99.61% |
June 30, 2022 | 99.58% |
May 31, 2022 | 99.42% |
April 30, 2022 | 99.17% |
Date | Value |
---|---|
March 31, 2022 | 99.15% |
February 28, 2022 | 98.90% |
January 31, 2022 | 98.81% |
December 31, 2021 | 98.81% |
November 30, 2021 | 98.81% |
October 31, 2021 | 98.81% |
September 30, 2021 | 98.81% |
August 31, 2021 | 98.81% |
July 31, 2021 | 98.81% |
June 30, 2021 | 98.81% |
May 31, 2021 | 98.81% |
April 30, 2021 | 98.81% |
March 31, 2021 | 98.81% |
February 28, 2021 | 98.81% |
January 31, 2021 | 98.81% |
December 31, 2020 | 98.81% |
November 30, 2020 | 98.33% |
October 31, 2020 | 98.31% |
September 30, 2020 | 98.31% |
August 31, 2020 | 98.31% |
July 31, 2020 | 98.31% |
June 30, 2020 | 98.31% |
May 31, 2020 | 98.31% |
April 30, 2020 | 98.31% |
March 31, 2020 | 98.17% |
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
93.96%
Minimum
May 2019
100.00%
Maximum
Apr 2024
98.68%
Average
98.81%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Digital Ally Inc | 98.45% |
MediaAlpha Inc | -- |
CourtSide Group Inc | -- |
TechTarget Inc | 78.69% |
The Arena Group Holdings Inc | 97.16% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -96.52 |
Beta (5Y) | 1.020 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.5% |
Historical Sharpe Ratio (5Y) | -0.6839 |
Historical Sortino (5Y) | -1.436 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.50% |