The Graystone Co Inc (GYST)
0.0024
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Graystone Max Drawdown (5Y): 97.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.61% |
| September 30, 2024 | 97.61% |
| August 31, 2024 | 97.61% |
| July 31, 2024 | 97.61% |
| June 30, 2024 | 97.89% |
| May 31, 2024 | 99.21% |
| April 30, 2024 | 99.47% |
| March 31, 2024 | 99.74% |
| February 29, 2024 | 99.76% |
| January 31, 2024 | 99.79% |
| December 31, 2023 | 99.89% |
| November 30, 2023 | 99.93% |
| October 31, 2023 | 99.93% |
| September 30, 2023 | 99.93% |
| August 31, 2023 | 99.93% |
| July 31, 2023 | 99.93% |
| June 30, 2023 | 99.96% |
| May 31, 2023 | 99.99% |
| April 30, 2023 | 100.00% |
| March 31, 2023 | 100.00% |
| February 28, 2023 | 100.00% |
| January 31, 2023 | 100.0% |
| December 31, 2022 | 100.0% |
| November 30, 2022 | 100.0% |
| October 31, 2022 | 100.0% |
| Date | Value |
|---|---|
| September 30, 2022 | 100.0% |
| August 31, 2022 | 100.0% |
| July 31, 2022 | 100.0% |
| June 30, 2022 | 100.0% |
| May 31, 2022 | 100.0% |
| April 30, 2022 | 100.0% |
| March 31, 2022 | 100.0% |
| February 28, 2022 | 100.0% |
| January 31, 2022 | 100.0% |
| December 31, 2021 | 100.0% |
| November 30, 2021 | 100.0% |
| October 31, 2021 | 100.0% |
| September 30, 2021 | 100.0% |
| August 31, 2021 | 100.0% |
| July 31, 2021 | 100.0% |
| June 30, 2021 | 100.0% |
| May 31, 2021 | 100.0% |
| April 30, 2021 | 100.0% |
| March 31, 2021 | 100.0% |
| February 28, 2021 | 100.0% |
| January 31, 2021 | 100.0% |
| December 31, 2020 | 100.0% |
| November 30, 2020 | 100.0% |
| October 31, 2020 | 100.0% |
| September 30, 2020 | 100.0% |
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
97.61%
Minimum
Jul 2024
100.0%
Maximum
Nov 2019
99.76%
Average
100.0%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.647 |
| Beta (5Y) | 0.9747 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 171.2% |
| Historical Sharpe Ratio (5Y) | 0.023 |
| Historical Sortino (5Y) | 0.0743 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.95% |