MDJM Ltd (MDJH)
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NASDAQ |
Nov 14, 12:21
MDJM Max Drawdown (5Y): 96.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.56% |
| September 30, 2024 | 90.46% |
| August 31, 2024 | 85.97% |
| July 31, 2024 | 85.97% |
| June 30, 2024 | 85.97% |
| May 31, 2024 | 85.97% |
| April 30, 2024 | 85.97% |
| March 31, 2024 | 85.97% |
| February 29, 2024 | 85.97% |
| January 31, 2024 | 85.97% |
| December 31, 2023 | 82.89% |
| November 30, 2023 | 82.89% |
| October 31, 2023 | 80.93% |
| September 30, 2023 | 80.93% |
| August 31, 2023 | 80.93% |
| July 31, 2023 | 80.93% |
| June 30, 2023 | 80.93% |
| May 31, 2023 | 80.93% |
| April 30, 2023 | 80.93% |
| March 31, 2023 | 80.50% |
| February 28, 2023 | 80.36% |
| January 31, 2023 | 80.36% |
| December 31, 2022 | 80.36% |
| November 30, 2022 | 80.36% |
| October 31, 2022 | 80.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.08% |
| August 31, 2022 | 80.08% |
| July 31, 2022 | 80.08% |
| June 30, 2022 | 80.08% |
| May 31, 2022 | 80.08% |
| April 30, 2022 | 78.63% |
| March 31, 2022 | 78.63% |
| February 28, 2022 | 78.63% |
| January 31, 2022 | 78.63% |
| December 31, 2021 | 75.18% |
| November 30, 2021 | 65.04% |
| October 31, 2021 | 65.04% |
| September 30, 2021 | 65.04% |
| August 31, 2021 | 65.04% |
| July 31, 2021 | 65.04% |
| June 30, 2021 | 65.04% |
| May 31, 2021 | 65.04% |
| April 30, 2021 | 65.04% |
| March 31, 2021 | 65.04% |
| February 28, 2021 | 65.04% |
| January 31, 2021 | 65.04% |
| December 31, 2020 | 65.04% |
| November 30, 2020 | 65.04% |
| October 31, 2020 | 65.04% |
| September 30, 2020 | 65.04% |
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
65.04%
Minimum
Nov 2019
96.56%
Maximum
Oct 2024
75.09%
Average
79.36%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.60 |
| Beta (5Y) | -0.1935 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.14% |
| Historical Sharpe Ratio (5Y) | -0.6252 |
| Historical Sortino (5Y) | -1.05 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.55% |