Light SA (LGSXY)
0.80
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Light Max Drawdown (5Y): 96.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 96.32% |
September 30, 2024 | 96.32% |
August 31, 2024 | 96.32% |
July 31, 2024 | 96.32% |
June 30, 2024 | 96.32% |
May 31, 2024 | 96.32% |
April 30, 2024 | 96.32% |
March 31, 2024 | 96.32% |
February 29, 2024 | 96.32% |
January 31, 2024 | 96.32% |
December 31, 2023 | 96.32% |
November 30, 2023 | 96.32% |
October 31, 2023 | 96.32% |
September 30, 2023 | 96.32% |
August 31, 2023 | 96.32% |
July 31, 2023 | 96.32% |
June 30, 2023 | 96.32% |
May 31, 2023 | 96.32% |
April 30, 2023 | 96.32% |
March 31, 2023 | 96.09% |
February 28, 2023 | 95.17% |
January 31, 2023 | 93.07% |
December 31, 2022 | 92.43% |
November 30, 2022 | 91.55% |
October 31, 2022 | 91.55% |
Date | Value |
---|---|
September 30, 2022 | 91.55% |
August 31, 2022 | 91.55% |
July 31, 2022 | 91.55% |
June 30, 2022 | 86.82% |
May 31, 2022 | 86.82% |
April 30, 2022 | 86.82% |
March 31, 2022 | 86.82% |
February 28, 2022 | 86.82% |
January 31, 2022 | 86.82% |
December 31, 2021 | 86.82% |
November 30, 2021 | 86.82% |
October 31, 2021 | 86.82% |
September 30, 2021 | 86.82% |
August 31, 2021 | 86.82% |
July 31, 2021 | 86.82% |
June 30, 2021 | 86.82% |
May 31, 2021 | 86.82% |
April 30, 2021 | 86.82% |
March 31, 2021 | 86.82% |
February 28, 2021 | 86.82% |
January 31, 2021 | 88.11% |
December 31, 2020 | 88.11% |
November 30, 2020 | 88.11% |
October 31, 2020 | 88.11% |
September 30, 2020 | 88.11% |
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
86.82%
Minimum
Feb 2021
96.32%
Maximum
Apr 2023
91.04%
Average
88.11%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.60 |
Beta (5Y) | 1.122 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.2% |
Historical Sharpe Ratio (5Y) | -0.2807 |
Historical Sortino (5Y) | -0.5904 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.71% |