LiqTech International Inc (LIQT)
1.65
+0.02
(+1.23%)
USD |
NASDAQ |
Nov 21, 16:00
1.65
0.00 (0.00%)
After-Hours: 20:00
LiqTech International Max Drawdown (5Y): 98.18% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.18% |
| September 30, 2024 | 98.00% |
| August 31, 2024 | 98.00% |
| July 31, 2024 | 98.00% |
| June 30, 2024 | 97.96% |
| May 31, 2024 | 97.32% |
| April 30, 2024 | 97.32% |
| March 31, 2024 | 96.99% |
| February 29, 2024 | 96.99% |
| January 31, 2024 | 96.99% |
| December 31, 2023 | 96.99% |
| November 30, 2023 | 96.99% |
| October 31, 2023 | 96.99% |
| September 30, 2023 | 96.99% |
| August 31, 2023 | 96.99% |
| July 31, 2023 | 96.99% |
| June 30, 2023 | 96.99% |
| May 31, 2023 | 96.99% |
| April 30, 2023 | 96.99% |
| March 31, 2023 | 96.99% |
| February 28, 2023 | 96.99% |
| January 31, 2023 | 96.99% |
| December 31, 2022 | 96.99% |
| November 30, 2022 | 96.85% |
| October 31, 2022 | 96.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.84% |
| August 31, 2022 | 96.47% |
| July 31, 2022 | 96.47% |
| June 30, 2022 | 96.47% |
| May 31, 2022 | 95.82% |
| April 30, 2022 | 92.54% |
| March 31, 2022 | 92.54% |
| February 28, 2022 | 92.54% |
| January 31, 2022 | 92.54% |
| December 31, 2021 | 92.54% |
| November 30, 2021 | 92.54% |
| October 31, 2021 | 92.54% |
| September 30, 2021 | 92.54% |
| August 31, 2021 | 92.54% |
| July 31, 2021 | 92.54% |
| June 30, 2021 | 92.54% |
| May 31, 2021 | 92.54% |
| April 30, 2021 | 92.54% |
| March 31, 2021 | 92.54% |
| February 28, 2021 | 92.54% |
| January 31, 2021 | 92.54% |
| December 31, 2020 | 92.54% |
| November 30, 2020 | 92.54% |
| October 31, 2020 | 92.54% |
| September 30, 2020 | 92.54% |
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
92.54%
Minimum
Nov 2019
98.18%
Maximum
Oct 2024
94.81%
Average
94.18%
Median
Max Drawdown (5Y) Benchmarks
| American Superconductor Corp | 89.06% |
| Nordson Corp | 44.23% |
| Taylor Devices Inc | 66.49% |
| TPI Composites Inc | 97.57% |
| Serve Robotics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.49 |
| Beta (5Y) | 0.9853 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.32% |
| Historical Sharpe Ratio (5Y) | -0.7399 |
| Historical Sortino (5Y) | -0.9795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.37% |