Madison Systems Inc (MADI)
0.0015
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Madison Systems Max Drawdown (5Y): 99.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.95% |
| March 31, 2024 | 99.95% |
| February 29, 2024 | 99.95% |
| January 31, 2024 | 99.95% |
| December 31, 2023 | 99.95% |
| November 30, 2023 | 99.95% |
| October 31, 2023 | 99.95% |
| September 30, 2023 | 99.95% |
| August 31, 2023 | 99.95% |
| July 31, 2023 | 99.95% |
| June 30, 2023 | 99.95% |
| May 31, 2023 | 99.95% |
| April 30, 2023 | 99.95% |
| March 31, 2023 | 99.95% |
| February 28, 2023 | 99.95% |
| January 31, 2023 | 99.95% |
| December 31, 2022 | 99.95% |
| November 30, 2022 | 99.95% |
| October 31, 2022 | 99.95% |
| September 30, 2022 | 99.95% |
| August 31, 2022 | 99.95% |
| July 31, 2022 | 99.95% |
| June 30, 2022 | 99.95% |
| May 31, 2022 | 99.95% |
| April 30, 2022 | 99.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.95% |
| February 28, 2022 | 99.95% |
| January 31, 2022 | 99.95% |
| December 31, 2021 | 99.95% |
| November 30, 2021 | 89.19% |
| October 31, 2021 | 89.19% |
| September 30, 2021 | 89.19% |
| August 31, 2021 | 89.19% |
| July 31, 2021 | 89.19% |
| June 30, 2021 | 89.19% |
| May 31, 2021 | 87.77% |
| April 30, 2021 | 87.77% |
| March 31, 2021 | 87.77% |
| February 28, 2021 | 87.77% |
| January 31, 2021 | 87.77% |
| December 31, 2020 | 87.77% |
| November 30, 2020 | 91.25% |
| October 31, 2020 | 94.75% |
| September 30, 2020 | 94.75% |
| August 31, 2020 | 94.75% |
| July 31, 2020 | 94.75% |
| June 30, 2020 | 95.00% |
| May 31, 2020 | 95.00% |
| April 30, 2020 | 95.00% |
| March 31, 2020 | 95.00% |
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
87.77%
Minimum
Dec 2020
99.95%
Maximum
Dec 2021
96.06%
Average
96.00%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -73.38 |
| Beta (5Y) | 2.081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 612.9% |
| Historical Sharpe Ratio (5Y) | -0.0819 |
| Historical Sortino (5Y) | -0.5609 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 67.62% |