Verimatrix (ISDCF)
0.44
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Verimatrix Max Drawdown (5Y): 90.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.67% |
March 31, 2024 | 90.67% |
February 29, 2024 | 90.67% |
January 31, 2024 | 90.67% |
December 31, 2023 | 90.67% |
November 30, 2023 | 85.49% |
October 31, 2023 | 85.49% |
September 30, 2023 | 82.64% |
August 31, 2023 | 82.64% |
July 31, 2023 | 82.64% |
June 30, 2023 | 82.64% |
May 31, 2023 | 82.64% |
April 30, 2023 | 82.64% |
March 31, 2023 | 81.35% |
February 28, 2023 | 81.35% |
January 31, 2023 | 81.35% |
December 31, 2022 | 81.35% |
November 30, 2022 | 79.50% |
October 31, 2022 | 79.50% |
September 30, 2022 | 79.50% |
August 31, 2022 | 79.50% |
July 31, 2022 | 79.50% |
June 30, 2022 | 79.50% |
May 31, 2022 | 79.50% |
April 30, 2022 | 79.50% |
Date | Value |
---|---|
March 31, 2022 | 79.50% |
February 28, 2022 | 79.50% |
January 31, 2022 | 79.50% |
December 31, 2021 | 79.50% |
November 30, 2021 | 79.50% |
October 31, 2021 | 79.50% |
September 30, 2021 | 79.50% |
August 31, 2021 | 79.50% |
July 31, 2021 | 79.50% |
June 30, 2021 | 79.50% |
May 31, 2021 | 79.50% |
April 30, 2021 | 81.24% |
March 31, 2021 | 84.27% |
February 28, 2021 | 84.83% |
January 31, 2021 | 86.90% |
December 31, 2020 | 89.66% |
November 30, 2020 | 89.66% |
October 31, 2020 | 91.16% |
September 30, 2020 | 91.16% |
August 31, 2020 | 91.16% |
July 31, 2020 | 91.16% |
June 30, 2020 | 91.16% |
May 31, 2020 | 91.16% |
April 30, 2020 | 91.16% |
March 31, 2020 | 91.16% |
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
79.50%
Minimum
May 2021
91.16%
Maximum
May 2019
85.22%
Average
83.46%
Median
Max Drawdown (5Y) Benchmarks
Sequans Communications SA | 96.23% |
Capgemini SE | 54.44% |
Atos SE | 98.13% |
Sopra Steria Group SA | 42.86% |
AMTD Digital Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.95 |
Beta (5Y) | 0.9857 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.95% |
Historical Sharpe Ratio (5Y) | -0.6364 |
Historical Sortino (5Y) | -0.8498 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.22% |