Infinite Group Inc (IMCI)
0.005
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Infinite Group Max Drawdown (5Y): 100.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 98.56% |
| November 30, 2023 | 98.41% |
| October 31, 2023 | 97.80% |
| September 30, 2023 | 97.80% |
| August 31, 2023 | 97.80% |
| July 31, 2023 | 97.80% |
| June 30, 2023 | 97.80% |
| May 31, 2023 | 97.80% |
| April 30, 2023 | 97.80% |
| March 31, 2023 | 97.03% |
| February 28, 2023 | 97.03% |
| January 31, 2023 | 97.03% |
| December 31, 2022 | 97.03% |
| November 30, 2022 | 97.03% |
| October 31, 2022 | 97.03% |
| September 30, 2022 | 97.03% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.03% |
| July 31, 2022 | 97.03% |
| June 30, 2022 | 97.03% |
| May 31, 2022 | 97.03% |
| April 30, 2022 | 97.03% |
| March 31, 2022 | 97.03% |
| February 28, 2022 | 97.03% |
| January 31, 2022 | 97.03% |
| December 31, 2021 | 97.03% |
| November 30, 2021 | 97.03% |
| October 31, 2021 | 97.03% |
| September 30, 2021 | 97.03% |
| August 31, 2021 | 97.03% |
| July 31, 2021 | 97.03% |
| June 30, 2021 | 97.03% |
| May 31, 2021 | 97.03% |
| April 30, 2021 | 97.03% |
| March 31, 2021 | 97.03% |
| February 28, 2021 | 97.03% |
| January 31, 2021 | 97.03% |
| December 31, 2020 | 97.03% |
| November 30, 2020 | 97.03% |
| October 31, 2020 | 97.03% |
| September 30, 2020 | 97.03% |
| August 31, 2020 | 97.03% |
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
97.03%
Minimum
Nov 2019
100.00%
Maximum
Jan 2024
97.63%
Average
97.03%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| X-Factor Communications Holdings Inc | 100.00% |
| Wee-Cig International Corp | 99.61% |
| Celerity Solutions Inc | 100.00% |
| Democrasoft Holdings Inc | 99.63% |
| Horizons Holdings International Corp | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.81 |
| Beta (5Y) | -0.1298 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 155.5% |
| Historical Sharpe Ratio (5Y) | -0.4927 |
| Historical Sortino (5Y) | -1.031 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.77% |