Homasote Co (HMTC)
4.25
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Homasote Max Drawdown (5Y): 66.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.00% |
March 31, 2024 | 64.60% |
February 29, 2024 | 64.60% |
January 31, 2024 | 64.60% |
December 31, 2023 | 64.60% |
November 30, 2023 | 64.60% |
October 31, 2023 | 64.60% |
September 30, 2023 | 64.60% |
August 31, 2023 | 64.60% |
July 31, 2023 | 64.60% |
June 30, 2023 | 64.60% |
May 31, 2023 | 64.60% |
April 30, 2023 | 64.60% |
March 31, 2023 | 64.60% |
February 28, 2023 | 64.60% |
January 31, 2023 | 64.60% |
December 31, 2022 | 64.60% |
November 30, 2022 | 64.60% |
October 31, 2022 | 64.60% |
September 30, 2022 | 64.60% |
August 31, 2022 | 65.36% |
July 31, 2022 | 80.07% |
June 30, 2022 | 80.07% |
May 31, 2022 | 83.57% |
April 30, 2022 | 83.57% |
Date | Value |
---|---|
March 31, 2022 | 83.57% |
February 28, 2022 | 83.57% |
January 31, 2022 | 83.57% |
December 31, 2021 | 83.57% |
November 30, 2021 | 83.57% |
October 31, 2021 | 83.57% |
September 30, 2021 | 83.57% |
August 31, 2021 | 83.57% |
July 31, 2021 | 83.57% |
June 30, 2021 | 83.57% |
May 31, 2021 | 83.57% |
April 30, 2021 | 83.57% |
March 31, 2021 | 83.57% |
February 28, 2021 | 83.57% |
January 31, 2021 | 83.57% |
December 31, 2020 | 83.57% |
November 30, 2020 | 83.57% |
October 31, 2020 | 83.57% |
September 30, 2020 | 83.57% |
August 31, 2020 | 83.57% |
July 31, 2020 | 83.57% |
June 30, 2020 | 83.57% |
May 31, 2020 | 83.57% |
April 30, 2020 | 83.57% |
March 31, 2020 | 83.57% |
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
64.60%
Minimum
Sep 2022
83.57%
Maximum
May 2019
76.85%
Average
83.57%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.60 |
Beta (5Y) | 1.115 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.54% |
Historical Sharpe Ratio (5Y) | -0.2304 |
Historical Sortino (5Y) | -0.4631 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.04% |