LIG Assets Inc (LIGA)
0.0327
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
LIG Assets Max Drawdown (5Y): 98.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.10% |
| March 31, 2024 | 98.10% |
| February 29, 2024 | 98.10% |
| January 31, 2024 | 98.10% |
| December 31, 2023 | 98.07% |
| November 30, 2023 | 98.07% |
| October 31, 2023 | 98.07% |
| September 30, 2023 | 98.07% |
| August 31, 2023 | 98.07% |
| July 31, 2023 | 97.24% |
| June 30, 2023 | 97.24% |
| May 31, 2023 | 97.24% |
| April 30, 2023 | 97.24% |
| March 31, 2023 | 97.24% |
| February 28, 2023 | 97.24% |
| January 31, 2023 | 97.24% |
| December 31, 2022 | 97.24% |
| November 30, 2022 | 95.86% |
| October 31, 2022 | 95.86% |
| September 30, 2022 | 95.86% |
| August 31, 2022 | 95.17% |
| July 31, 2022 | 92.81% |
| June 30, 2022 | 92.81% |
| May 31, 2022 | 92.81% |
| April 30, 2022 | 92.88% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.88% |
| February 28, 2022 | 94.23% |
| January 31, 2022 | 94.23% |
| December 31, 2021 | 97.27% |
| November 30, 2021 | 98.35% |
| October 31, 2021 | 99.44% |
| September 30, 2021 | 99.50% |
| August 31, 2021 | 99.71% |
| July 31, 2021 | 99.76% |
| June 30, 2021 | 99.78% |
| May 31, 2021 | 99.78% |
| April 30, 2021 | 99.85% |
| March 31, 2021 | 99.90% |
| February 28, 2021 | 99.90% |
| January 31, 2021 | 99.95% |
| December 31, 2020 | 99.95% |
| November 30, 2020 | 99.96% |
| October 31, 2020 | 100.00% |
| September 30, 2020 | 100.00% |
| August 31, 2020 | 100.00% |
| July 31, 2020 | 100.00% |
| June 30, 2020 | 100.00% |
| May 31, 2020 | 100.00% |
| April 30, 2020 | 100.00% |
| March 31, 2020 | 100.00% |
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
92.81%
Minimum
May 2022
100.00%
Maximum
May 2019
98.15%
Average
98.90%
Median
Max Drawdown (5Y) Benchmarks
| Lendway Inc | 84.04% |
| Ziff Davis Inc | 65.83% |
| Travelzoo | 85.17% |
| Dolphin Entertainment Inc | 97.76% |
| Magnite Inc | 90.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.83 |
| Beta (5Y) | 1.624 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.9% |
| Historical Sharpe Ratio (5Y) | -0.3252 |
| Historical Sortino (5Y) | -0.7577 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.18% |