MDJM Ltd (MDJH)
1.04
-0.10
(-8.37%)
USD |
NASDAQ |
May 02, 16:00
MDJM Max Drawdown (5Y): 85.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 65.04% |
| July 31, 2020 | 65.04% |
| June 30, 2020 | 65.04% |
| May 31, 2020 | 65.04% |
| April 30, 2020 | 65.04% |
| March 31, 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
59.96%
Minimum
May 2019
85.97%
Maximum
Jan 2024
72.66%
Average
65.04%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Foxtons Group PLC | 88.39% |
| Savills PLC | 53.48% |
| Cushman & Wakefield PLC | 71.84% |
| Harworth Group PLC | -- |
| Murano Global Investments PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.64 |
| Beta (5Y) | -0.1444 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.51% |
| Historical Sharpe Ratio (5Y) | -0.3347 |
| Historical Sortino (5Y) | -0.5775 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.25% |