Global Water Technologies Inc (GWTR)
0.02
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Global Water Technologies Max Drawdown (5Y): 94.12% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.12% |
| August 31, 2024 | 94.12% |
| July 31, 2024 | 94.12% |
| June 30, 2024 | 94.12% |
| May 31, 2024 | 94.12% |
| April 30, 2024 | 94.12% |
| March 31, 2024 | 94.12% |
| February 29, 2024 | 94.12% |
| January 31, 2024 | 94.12% |
| December 31, 2023 | 94.12% |
| November 30, 2023 | 94.12% |
| October 31, 2023 | 94.12% |
| September 30, 2023 | 94.12% |
| August 31, 2023 | 94.12% |
| July 31, 2023 | 94.12% |
| June 30, 2023 | 94.12% |
| May 31, 2023 | 94.12% |
| April 30, 2023 | 90.76% |
| March 31, 2023 | 92.22% |
| February 28, 2023 | 92.22% |
| January 31, 2023 | 92.22% |
| December 31, 2022 | 92.22% |
| November 30, 2022 | 92.22% |
| October 31, 2022 | 94.33% |
| September 30, 2022 | 94.33% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.33% |
| July 31, 2022 | 94.33% |
| June 30, 2022 | 94.33% |
| May 31, 2022 | 94.33% |
| April 30, 2022 | 94.33% |
| March 31, 2022 | 94.33% |
| February 28, 2022 | 94.33% |
| January 31, 2022 | 94.33% |
| December 31, 2021 | 94.33% |
| November 30, 2021 | 94.33% |
| October 31, 2021 | 94.33% |
| September 30, 2021 | 94.33% |
| August 31, 2021 | 94.33% |
| July 31, 2021 | 94.33% |
| June 30, 2021 | 94.33% |
| May 31, 2021 | 94.33% |
| April 30, 2021 | 94.33% |
| March 31, 2021 | 94.33% |
| February 28, 2021 | 94.33% |
| January 31, 2021 | 94.33% |
| December 31, 2020 | 94.33% |
| November 30, 2020 | 94.33% |
| October 31, 2020 | 94.33% |
| September 30, 2020 | 94.33% |
| August 31, 2020 | 94.33% |
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
90.76%
Minimum
Apr 2023
94.33%
Maximum
Nov 2019
94.03%
Average
94.33%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Perma-Pipe International Holdings Inc | 58.53% |
| OriginClear Inc | 100.00% |
| Puration Inc | 100.00% |
| Transact Energy Corp | 100.00% |
| Montana Technologies Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.96 |
| Beta (5Y) | 1.387 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 270.3% |
| Historical Sharpe Ratio (5Y) | -0.0148 |
| Historical Sortino (5Y) | -0.0653 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.67% |