NFT Ltd (MI)
6.02
+2.04
(+51.25%)
USD |
NYAM |
May 03, 16:00
6.25
+0.23
(+3.82%)
After-Hours: 20:00
NFT Max Drawdown (5Y): 99.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.88% |
| March 31, 2024 | 99.76% |
| February 29, 2024 | 99.76% |
| January 31, 2024 | 99.76% |
| December 31, 2023 | 99.76% |
| November 30, 2023 | 99.76% |
| October 31, 2023 | 99.76% |
| September 30, 2023 | 99.71% |
| August 31, 2023 | 99.68% |
| July 31, 2023 | 99.66% |
| June 30, 2023 | 99.40% |
| May 31, 2023 | 99.03% |
| April 30, 2023 | 99.03% |
| March 31, 2023 | 99.03% |
| February 28, 2023 | 99.03% |
| January 31, 2023 | 99.03% |
| December 31, 2022 | 99.03% |
| November 30, 2022 | 98.65% |
| October 31, 2022 | 98.63% |
| September 30, 2022 | 98.36% |
| August 31, 2022 | 97.06% |
| July 31, 2022 | 96.97% |
| June 30, 2022 | 96.97% |
| May 31, 2022 | 96.84% |
| April 30, 2022 | 96.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.82% |
| February 28, 2022 | 96.48% |
| January 31, 2022 | 96.48% |
| December 31, 2021 | 96.48% |
| November 30, 2021 | 96.48% |
| October 31, 2021 | 96.48% |
| September 30, 2021 | 96.48% |
| August 31, 2021 | 96.48% |
| July 31, 2021 | 96.48% |
| June 30, 2021 | 96.48% |
| May 31, 2021 | 96.48% |
| April 30, 2021 | 96.48% |
| March 31, 2021 | 96.48% |
| February 28, 2021 | 96.48% |
| January 31, 2021 | 96.48% |
| December 31, 2020 | 96.48% |
| November 30, 2020 | 96.48% |
| October 31, 2020 | 96.48% |
| September 30, 2020 | 96.48% |
| August 31, 2020 | 96.48% |
| July 31, 2020 | 96.48% |
| June 30, 2020 | 96.48% |
| May 31, 2020 | 96.48% |
| April 30, 2020 | 96.48% |
| March 31, 2020 | 96.48% |
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
94.39%
Minimum
May 2019
99.88%
Maximum
Apr 2024
97.38%
Average
96.48%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Vestiage Inc | 98.90% |
| Natural Health Trends Corp | 93.24% |
| Banny Cosmic International Holdings Inc | 99.95% |
| Millennium Group International Holdings Ltd | -- |
| Birks Group Inc | 88.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.24 |
| Beta (5Y) | 2.971 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 495.0% |
| Historical Sharpe Ratio (5Y) | -0.0831 |
| Historical Sortino (5Y) | -0.8054 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.72% |