Macau Capital Investments Inc (MCIM)
0.0005
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Macau Capital Investments Max Drawdown (5Y): 99.80% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.80% |
August 31, 2024 | 99.80% |
July 31, 2024 | 99.80% |
June 30, 2024 | 99.80% |
May 31, 2024 | 99.80% |
April 30, 2024 | 99.80% |
March 31, 2024 | 99.80% |
February 29, 2024 | 99.80% |
January 31, 2024 | 99.80% |
December 31, 2023 | 99.80% |
November 30, 2023 | 99.80% |
October 31, 2023 | 99.80% |
September 30, 2023 | 99.80% |
August 31, 2023 | 99.80% |
July 31, 2023 | 99.80% |
June 30, 2023 | 99.80% |
May 31, 2023 | 99.80% |
April 30, 2023 | 99.80% |
March 31, 2023 | 99.80% |
February 28, 2023 | 99.80% |
January 31, 2023 | 99.80% |
December 31, 2022 | 99.80% |
November 30, 2022 | 99.80% |
October 31, 2022 | 99.80% |
September 30, 2022 | 99.80% |
Date | Value |
---|---|
August 31, 2022 | 99.80% |
July 31, 2022 | 99.80% |
June 30, 2022 | 99.80% |
May 31, 2022 | 99.80% |
April 30, 2022 | 99.80% |
March 31, 2022 | 99.80% |
February 28, 2022 | 99.80% |
January 31, 2022 | 99.80% |
December 31, 2021 | 99.80% |
November 30, 2021 | 99.80% |
October 31, 2021 | 99.80% |
September 30, 2021 | 99.80% |
August 31, 2021 | 99.80% |
July 31, 2021 | 99.80% |
June 30, 2021 | 99.80% |
May 31, 2021 | 96.00% |
April 30, 2021 | 96.00% |
March 31, 2021 | 96.00% |
February 28, 2021 | 96.00% |
January 31, 2021 | 96.00% |
December 31, 2020 | 96.00% |
November 30, 2020 | 96.00% |
October 31, 2020 | 96.00% |
September 30, 2020 | 96.00% |
August 31, 2020 | 96.00% |
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
96.00%
Minimum
Nov 2019
99.80%
Maximum
Jun 2021
98.58%
Average
99.80%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Republic Services Inc | 34.02% |
Birchtech Corp | 92.90% |
Casella Waste Systems Inc | 34.96% |
Perma-Fix Environmental Services Inc | 65.61% |
Stericycle Inc | 73.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.56 |
Beta (5Y) | -0.101 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 149.7% |
Historical Sharpe Ratio (5Y) | -0.3937 |
Historical Sortino (5Y) | -1.112 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.93% |