Light SA (LGSXY)
0.80
0.00 (0.00%)
USD |
OTCM |
Nov 13, 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 | 86.82% |
| December 31, 2020 | 86.82% |
| November 30, 2020 | 86.82% |
| 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
Nov 2020
96.32%
Maximum
Apr 2023
90.97%
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% |