Ideal Group of Companies Inc (IDGR)
0.0242
-0.01
(-19.33%)
USD |
OTCM |
May 10, 16:00
Ideal Group of Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.98% |
| January 31, 2024 | 99.98% |
| December 31, 2023 | 99.98% |
| November 30, 2023 | 99.98% |
| October 31, 2023 | 99.98% |
| September 30, 2023 | 99.98% |
| August 31, 2023 | 99.98% |
| July 31, 2023 | 99.98% |
| June 30, 2023 | 99.97% |
| May 31, 2023 | 99.97% |
| April 30, 2023 | 99.97% |
| March 31, 2023 | 99.96% |
| February 28, 2023 | 99.96% |
| January 31, 2023 | 99.93% |
| December 31, 2022 | 99.93% |
| November 30, 2022 | 99.92% |
| October 31, 2022 | 99.87% |
| September 30, 2022 | 99.87% |
| August 31, 2022 | 99.84% |
| July 31, 2022 | 99.81% |
| June 30, 2022 | 99.81% |
| May 31, 2022 | 99.67% |
| April 30, 2022 | 99.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.63% |
| February 28, 2022 | 99.49% |
| January 31, 2022 | 99.42% |
| December 31, 2021 | 99.22% |
| November 30, 2021 | 99.22% |
| October 31, 2021 | 99.22% |
| September 30, 2021 | 99.22% |
| August 31, 2021 | 99.21% |
| July 31, 2021 | 99.21% |
| June 30, 2021 | 99.80% |
| 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 | 99.88% |
| August 31, 2020 | 99.88% |
| July 31, 2020 | 99.88% |
| June 30, 2020 | 99.88% |
| May 31, 2020 | 99.88% |
| April 30, 2020 | 99.88% |
| March 31, 2020 | 99.88% |
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
99.21%
Minimum
Jul 2021
100.00%
Maximum
Apr 2024
99.81%
Average
99.88%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Professional Diversity Network Inc | 98.05% |
| CRA International Inc | 60.73% |
| ENGlobal Corp | 98.27% |
| Exponent Inc | 42.46% |
| Forrester Research Inc | 70.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.65 |
| Beta (5Y) | -1.282 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 402.5% |
| Historical Sharpe Ratio (5Y) | -0.1936 |
| Historical Sortino (5Y) | -1.069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.78% |