IMD Companies Inc (ICBU)
0.0006
0.00 (0.00%)
USD |
OTCM |
Apr 25, 16:00
IMD Max Drawdown (5Y): 99.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.15% |
| February 29, 2024 | 99.15% |
| January 31, 2024 | 99.15% |
| December 31, 2023 | 99.33% |
| November 30, 2023 | 99.52% |
| October 31, 2023 | 99.77% |
| September 30, 2023 | 99.77% |
| August 31, 2023 | 99.88% |
| July 31, 2023 | 99.88% |
| June 30, 2023 | 99.88% |
| May 31, 2023 | 99.88% |
| April 30, 2023 | 99.88% |
| March 31, 2023 | 99.88% |
| February 28, 2023 | 99.88% |
| January 31, 2023 | 99.88% |
| December 31, 2022 | 99.88% |
| November 30, 2022 | 99.88% |
| October 31, 2022 | 99.88% |
| September 30, 2022 | 99.88% |
| August 31, 2022 | 99.88% |
| July 31, 2022 | 99.88% |
| June 30, 2022 | 99.88% |
| May 31, 2022 | 99.88% |
| April 30, 2022 | 99.88% |
| March 31, 2022 | 99.88% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.88% |
| January 31, 2022 | 99.88% |
| December 31, 2021 | 99.88% |
| November 30, 2021 | 99.88% |
| October 31, 2021 | 99.88% |
| September 30, 2021 | 99.88% |
| August 31, 2021 | 99.88% |
| July 31, 2021 | 99.88% |
| June 30, 2021 | 99.88% |
| May 31, 2021 | 99.88% |
| April 30, 2021 | 99.88% |
| March 31, 2021 | 99.88% |
| February 28, 2021 | 99.88% |
| January 31, 2021 | 99.88% |
| December 31, 2020 | 99.88% |
| November 30, 2020 | 99.88% |
| October 31, 2020 | 99.88% |
| September 30, 2020 | 99.89% |
| August 31, 2020 | 99.91% |
| July 31, 2020 | 99.91% |
| June 30, 2020 | 99.91% |
| May 31, 2020 | 99.99% |
| April 30, 2020 | 100.00% |
| March 31, 2020 | 100.00% |
| February 29, 2020 | 100.00% |
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
99.15%
Minimum
Jan 2024
100.00%
Maximum
Apr 2019
99.86%
Average
99.88%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| AIM ImmunoTech Inc | 99.76% |
| Perspective Therapeutics Inc | 91.70% |
| Protalix BioTherapeutics Inc | 94.35% |
| Electromed Inc | 55.84% |
| Armata Pharmaceuticals Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.86 |
| Beta (5Y) | 2.090 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 311.8% |
| Historical Sharpe Ratio (5Y) | -0.0243 |
| Historical Sortino (5Y) | -0.1303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.15% |