MGT Capital Investments Inc (MGTI)
0.0014
0.00 (0.00%)
USD |
OTCM |
May 02, 11:34
MGT Capital Investments Max Drawdown (5Y): 99.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.93% |
March 31, 2024 | 99.93% |
February 29, 2024 | 99.93% |
January 31, 2024 | 99.93% |
December 31, 2023 | 99.93% |
November 30, 2023 | 99.93% |
October 31, 2023 | 99.93% |
September 30, 2023 | 99.93% |
August 31, 2023 | 99.93% |
July 31, 2023 | 99.93% |
June 30, 2023 | 99.93% |
May 31, 2023 | 99.93% |
April 30, 2023 | 99.93% |
March 31, 2023 | 99.93% |
February 28, 2023 | 99.93% |
January 31, 2023 | 99.93% |
December 31, 2022 | 99.93% |
November 30, 2022 | 99.93% |
October 31, 2022 | 99.93% |
September 30, 2022 | 99.93% |
August 31, 2022 | 99.93% |
July 31, 2022 | 99.90% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.84% |
April 30, 2022 | 99.84% |
Date | Value |
---|---|
March 31, 2022 | 99.84% |
February 28, 2022 | 99.84% |
January 31, 2022 | 99.84% |
December 31, 2021 | 99.84% |
November 30, 2021 | 99.84% |
October 31, 2021 | 99.84% |
September 30, 2021 | 99.84% |
August 31, 2021 | 99.84% |
July 31, 2021 | 99.84% |
June 30, 2021 | 99.84% |
May 31, 2021 | 99.84% |
April 30, 2021 | 99.84% |
March 31, 2021 | 99.84% |
February 28, 2021 | 99.84% |
January 31, 2021 | 99.84% |
December 31, 2020 | 99.84% |
November 30, 2020 | 99.84% |
October 31, 2020 | 99.84% |
September 30, 2020 | 99.82% |
August 31, 2020 | 99.82% |
July 31, 2020 | 99.82% |
June 30, 2020 | 99.82% |
May 31, 2020 | 99.82% |
April 30, 2020 | 99.82% |
March 31, 2020 | 99.82% |
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
99.47%
Minimum
May 2019
99.93%
Maximum
Sep 2022
99.84%
Average
99.84%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Ares Capital Corp | 56.84% |
Capital Southwest Corp | 61.24% |
Rand Capital Corp | 56.29% |
PhenixFIN Corp | 94.46% |
Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -93.46 |
Beta (5Y) | 3.346 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 249.5% |
Historical Sharpe Ratio (5Y) | -0.2252 |
Historical Sortino (5Y) | -1.025 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.91% |