IT Tech Packaging Inc (ITP)
0.2322
0.00 (0.00%)
USD |
NYAM |
May 02, 16:00
0.21
-0.02
(-9.56%)
After-Hours: 20:00
IT Tech Packaging Max Drawdown (5Y): 98.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.54% |
| March 31, 2024 | 98.54% |
| February 29, 2024 | 98.54% |
| January 31, 2024 | 98.38% |
| December 31, 2023 | 98.06% |
| November 30, 2023 | 98.06% |
| October 31, 2023 | 97.85% |
| September 30, 2023 | 97.43% |
| August 31, 2023 | 97.43% |
| July 31, 2023 | 97.43% |
| June 30, 2023 | 97.43% |
| May 31, 2023 | 97.43% |
| April 30, 2023 | 97.43% |
| March 31, 2023 | 97.43% |
| February 28, 2023 | 96.80% |
| January 31, 2023 | 96.80% |
| December 31, 2022 | 96.80% |
| November 30, 2022 | 95.93% |
| October 31, 2022 | 95.65% |
| September 30, 2022 | 95.32% |
| August 31, 2022 | 94.26% |
| July 31, 2022 | 94.26% |
| June 30, 2022 | 92.51% |
| May 31, 2022 | 91.67% |
| April 30, 2022 | 89.09% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.09% |
| February 28, 2022 | 89.09% |
| January 31, 2022 | 89.03% |
| December 31, 2021 | 85.50% |
| November 30, 2021 | 80.83% |
| October 31, 2021 | 79.30% |
| September 30, 2021 | 79.30% |
| August 31, 2021 | 79.30% |
| July 31, 2021 | 79.30% |
| June 30, 2021 | 79.30% |
| May 31, 2021 | 79.30% |
| April 30, 2021 | 79.30% |
| March 31, 2021 | 79.30% |
| February 28, 2021 | 79.30% |
| January 31, 2021 | 79.30% |
| December 31, 2020 | 79.30% |
| November 30, 2020 | 79.30% |
| October 31, 2020 | 79.30% |
| September 30, 2020 | 79.30% |
| August 31, 2020 | 79.30% |
| July 31, 2020 | 77.40% |
| June 30, 2020 | 77.51% |
| May 31, 2020 | 79.11% |
| April 30, 2020 | 80.10% |
| March 31, 2020 | 80.10% |
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
77.40%
Minimum
Jul 2020
98.54%
Maximum
Feb 2024
88.66%
Average
91.15%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Friedman Industries Inc | 65.08% |
| Origin Agritech Ltd | 94.19% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.77 |
| Beta (5Y) | -0.1659 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.82% |
| Historical Sharpe Ratio (5Y) | -0.6881 |
| Historical Sortino (5Y) | -1.410 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.75% |