Megola Inc (MGON)
0.0156
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
Megola Max Drawdown (5Y): 98.56% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.56% |
| August 31, 2024 | 98.56% |
| July 31, 2024 | 98.56% |
| June 30, 2024 | 98.56% |
| May 31, 2024 | 98.56% |
| April 30, 2024 | 98.56% |
| March 31, 2024 | 98.56% |
| February 29, 2024 | 98.56% |
| January 31, 2024 | 98.56% |
| December 31, 2023 | 98.56% |
| November 30, 2023 | 98.56% |
| October 31, 2023 | 98.56% |
| September 30, 2023 | 98.56% |
| August 31, 2023 | 98.56% |
| July 31, 2023 | 98.56% |
| June 30, 2023 | 98.56% |
| May 31, 2023 | 98.56% |
| April 30, 2023 | 98.56% |
| March 31, 2023 | 98.56% |
| February 28, 2023 | 98.56% |
| January 31, 2023 | 98.56% |
| December 31, 2022 | 98.56% |
| November 30, 2022 | 98.25% |
| October 31, 2022 | 99.50% |
| September 30, 2022 | 99.56% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.62% |
| July 31, 2022 | 99.69% |
| June 30, 2022 | 99.69% |
| May 31, 2022 | 99.75% |
| April 30, 2022 | 99.75% |
| March 31, 2022 | 99.75% |
| February 28, 2022 | 99.75% |
| January 31, 2022 | 99.75% |
| December 31, 2021 | 99.75% |
| November 30, 2021 | 99.75% |
| October 31, 2021 | 99.75% |
| September 30, 2021 | 99.77% |
| August 31, 2021 | 99.77% |
| July 31, 2021 | 99.77% |
| June 30, 2021 | 99.90% |
| May 31, 2021 | 99.90% |
| April 30, 2021 | 99.92% |
| March 31, 2021 | 99.92% |
| February 28, 2021 | 99.92% |
| January 31, 2021 | 99.92% |
| December 31, 2020 | 99.93% |
| November 30, 2020 | 99.96% |
| October 31, 2020 | 99.96% |
| September 30, 2020 | 99.96% |
| August 31, 2020 | 99.96% |
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
98.25%
Minimum
Nov 2022
100.00%
Maximum
Nov 2019
99.34%
Average
99.75%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| L3Harris Technologies Inc | 38.16% |
| Standex International Corp | 65.63% |
| Tennant Co | 43.14% |
| Sino Bioenergy Corp | 99.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.797 |
| Beta (5Y) | 1.676 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 284.3% |
| Historical Sharpe Ratio (5Y) | 0.101 |
| Historical Sortino (5Y) | 0.5778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.83% |