Homeland Security Corp (HSCC)
0.005
0.00 (0.00%)
USD |
OTCM |
May 09, 16:00
Homeland Security Max Drawdown (5Y): 95.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.90% |
March 31, 2024 | 95.90% |
February 29, 2024 | 95.90% |
January 31, 2024 | 95.90% |
December 31, 2023 | 95.90% |
November 30, 2023 | 95.90% |
October 31, 2023 | 95.90% |
September 30, 2023 | 95.90% |
August 31, 2023 | 95.90% |
July 31, 2023 | 95.90% |
June 30, 2023 | 95.90% |
May 31, 2023 | 95.90% |
April 30, 2023 | 95.90% |
March 31, 2023 | 95.90% |
February 28, 2023 | 95.90% |
January 31, 2023 | 95.90% |
December 31, 2022 | 95.90% |
November 30, 2022 | 95.90% |
October 31, 2022 | 95.90% |
September 30, 2022 | 95.90% |
August 31, 2022 | 95.90% |
July 31, 2022 | 95.90% |
June 30, 2022 | 95.90% |
May 31, 2022 | 95.90% |
April 30, 2022 | 95.90% |
Date | Value |
---|---|
March 31, 2022 | 95.90% |
February 28, 2022 | 95.90% |
January 31, 2022 | 95.90% |
December 31, 2021 | 95.90% |
November 30, 2021 | 95.90% |
October 31, 2021 | 95.90% |
September 30, 2021 | 95.90% |
August 31, 2021 | 95.90% |
July 31, 2021 | 98.49% |
June 30, 2021 | 98.65% |
May 31, 2021 | 98.65% |
April 30, 2021 | 98.65% |
March 31, 2021 | 98.65% |
February 28, 2021 | 98.65% |
January 31, 2021 | 98.65% |
December 31, 2020 | 98.65% |
November 30, 2020 | 98.73% |
October 31, 2020 | 98.97% |
September 30, 2020 | 98.97% |
August 31, 2020 | 98.97% |
July 31, 2020 | 98.97% |
June 30, 2020 | 98.97% |
May 31, 2020 | 98.97% |
April 30, 2020 | 98.97% |
March 31, 2020 | 98.97% |
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
95.90%
Minimum
Aug 2021
98.97%
Maximum
May 2019
97.23%
Average
95.90%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
PhoneX Holdings Inc | 95.83% |
Flanigan'S Enterprises Inc | 69.97% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Delta Apparel Inc | 93.21% |
DSS Inc | 99.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.76 |
Beta (5Y) | -0.0934 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 248.6% |
Historical Sharpe Ratio (5Y) | -0.0515 |
Historical Sortino (5Y) | -0.2128 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.22% |