Hydrogen Engine Center Inc (HYEG)
0.012
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Hydrogen Engine Center Max Drawdown (5Y): 100.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 100.00% |
| September 30, 2024 | 100.00% |
| August 31, 2024 | 100.00% |
| July 31, 2024 | 100.00% |
| June 30, 2024 | 100.00% |
| May 31, 2024 | 100.00% |
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.98% |
| May 31, 2023 | 99.98% |
| April 30, 2023 | 99.98% |
| March 31, 2023 | 99.98% |
| February 28, 2023 | 99.98% |
| January 31, 2023 | 99.98% |
| December 31, 2022 | 99.97% |
| November 30, 2022 | 99.97% |
| October 31, 2022 | 99.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.97% |
| August 31, 2022 | 99.97% |
| July 31, 2022 | 99.97% |
| June 30, 2022 | 99.97% |
| May 31, 2022 | 99.97% |
| April 30, 2022 | 99.97% |
| March 31, 2022 | 99.97% |
| February 28, 2022 | 99.97% |
| January 31, 2022 | 99.97% |
| December 31, 2021 | 99.97% |
| November 30, 2021 | 99.97% |
| October 31, 2021 | 99.97% |
| September 30, 2021 | 99.97% |
| August 31, 2021 | 97.04% |
| July 31, 2021 | 97.04% |
| June 30, 2021 | 97.04% |
| May 31, 2021 | 97.04% |
| April 30, 2021 | 97.04% |
| March 31, 2021 | 97.04% |
| February 28, 2021 | 97.04% |
| January 31, 2021 | 97.04% |
| December 31, 2020 | 97.04% |
| November 30, 2020 | 97.04% |
| October 31, 2020 | 97.04% |
| September 30, 2020 | 97.04% |
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
97.04%
Minimum
Nov 2019
100.00%
Maximum
Nov 2023
98.90%
Average
99.97%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Cummins Inc | 44.05% |
| Twin Disc Inc | 84.84% |
| Bloom Energy Corp | 91.42% |
| NuScale Power Corp | -- |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -301.95 |
| Beta (5Y) | 21.29 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.63K% |
| Historical Sharpe Ratio (5Y) | -0.0016 |
| Historical Sortino (5Y) | -0.2596 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 83.33% |