Kaspien Holdings Inc (KSPN)
0.0094
0.00 (0.00%)
USD |
OTCM |
May 09, 16:00
Kaspien Holdings Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.77% |
| October 31, 2023 | 99.77% |
| September 30, 2023 | 99.77% |
| August 31, 2023 | 99.76% |
| July 31, 2023 | 99.75% |
| June 30, 2023 | 99.75% |
| May 31, 2023 | 99.46% |
| April 30, 2023 | 99.02% |
| March 31, 2023 | 99.02% |
| February 28, 2023 | 99.00% |
| January 31, 2023 | 99.00% |
| December 31, 2022 | 99.00% |
| November 30, 2022 | 98.46% |
| October 31, 2022 | 98.04% |
| September 30, 2022 | 97.60% |
| August 31, 2022 | 97.60% |
| July 31, 2022 | 97.60% |
| June 30, 2022 | 97.60% |
| May 31, 2022 | 97.60% |
| April 30, 2022 | 97.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.60% |
| February 28, 2022 | 97.60% |
| January 31, 2022 | 97.60% |
| December 31, 2021 | 97.60% |
| November 30, 2021 | 97.60% |
| October 31, 2021 | 97.60% |
| September 30, 2021 | 97.60% |
| August 31, 2021 | 97.60% |
| July 31, 2021 | 97.60% |
| June 30, 2021 | 97.60% |
| May 31, 2021 | 97.60% |
| April 30, 2021 | 97.60% |
| March 31, 2021 | 97.60% |
| February 28, 2021 | 97.60% |
| January 31, 2021 | 97.60% |
| December 31, 2020 | 97.60% |
| November 30, 2020 | 97.60% |
| October 31, 2020 | 97.60% |
| September 30, 2020 | 97.60% |
| August 31, 2020 | 97.60% |
| July 31, 2020 | 97.60% |
| June 30, 2020 | 97.60% |
| May 31, 2020 | 97.60% |
| April 30, 2020 | 97.60% |
| March 31, 2020 | 97.60% |
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
92.86%
Minimum
May 2019
99.99%
Maximum
Apr 2024
97.89%
Average
97.60%
Median
Jan 2020
Max Drawdown (5Y) Benchmarks
| Viewcast.com Inc | 99.99% |
| Image Protect Inc | 99.93% |
| Fastbase Inc | 100.00% |
| Tribal Rides International Corp | -- |
| Ajia Innogroup Holdings Ltd | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -83.08 |
| Beta (5Y) | 0.6781 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 133.6% |
| Historical Sharpe Ratio (5Y) | -0.5652 |
| Historical Sortino (5Y) | -1.203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.66% |