iGen Networks Corp (IGEN)
0.0002
0.00 (0.00%)
USD |
OTCM |
May 02, 14:37
iGen Networks Max Drawdown (5Y): 99.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.79% |
| March 31, 2024 | 99.79% |
| February 29, 2024 | 99.79% |
| January 31, 2024 | 99.79% |
| December 31, 2023 | 99.79% |
| November 30, 2023 | 99.79% |
| October 31, 2023 | 99.77% |
| September 30, 2023 | 99.77% |
| August 31, 2023 | 99.77% |
| July 31, 2023 | 99.77% |
| June 30, 2023 | 99.77% |
| May 31, 2023 | 99.77% |
| April 30, 2023 | 99.77% |
| March 31, 2023 | 99.77% |
| February 28, 2023 | 99.77% |
| January 31, 2023 | 99.77% |
| December 31, 2022 | 99.77% |
| November 30, 2022 | 99.77% |
| October 31, 2022 | 99.77% |
| September 30, 2022 | 99.77% |
| August 31, 2022 | 99.77% |
| July 31, 2022 | 99.77% |
| June 30, 2022 | 99.77% |
| May 31, 2022 | 99.77% |
| April 30, 2022 | 99.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.77% |
| February 28, 2022 | 99.77% |
| January 31, 2022 | 99.77% |
| December 31, 2021 | 99.77% |
| November 30, 2021 | 99.77% |
| October 31, 2021 | 99.77% |
| September 30, 2021 | 99.77% |
| August 31, 2021 | 99.77% |
| July 31, 2021 | 99.77% |
| June 30, 2021 | 99.77% |
| May 31, 2021 | 99.77% |
| April 30, 2021 | 99.77% |
| March 31, 2021 | 99.77% |
| February 28, 2021 | 99.77% |
| January 31, 2021 | 99.77% |
| December 31, 2020 | 99.77% |
| November 30, 2020 | 99.77% |
| October 31, 2020 | 99.77% |
| September 30, 2020 | 99.77% |
| August 31, 2020 | 99.77% |
| July 31, 2020 | 99.77% |
| June 30, 2020 | 99.77% |
| May 31, 2020 | 99.77% |
| April 30, 2020 | 99.77% |
| March 31, 2020 | 99.73% |
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
92.52%
Minimum
May 2019
99.79%
Maximum
Nov 2023
98.78%
Average
99.77%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -87.68 |
| Beta (5Y) | 2.026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 195.3% |
| Historical Sharpe Ratio (5Y) | -0.3333 |
| Historical Sortino (5Y) | -1.053 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 52.66% |