MOJO Data Solutions Inc (MJDS)
0.0061
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
MOJO Data Solutions Max Drawdown (5Y): 99.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.96% |
March 31, 2024 | 99.96% |
February 29, 2024 | 99.96% |
January 31, 2024 | 99.96% |
December 31, 2023 | 99.96% |
November 30, 2023 | 99.96% |
October 31, 2023 | 99.96% |
September 30, 2023 | 99.96% |
August 31, 2023 | 99.96% |
July 31, 2023 | 99.96% |
June 30, 2023 | 99.96% |
May 31, 2023 | 99.96% |
April 30, 2023 | 99.96% |
March 31, 2023 | 99.96% |
February 28, 2023 | 99.96% |
January 31, 2023 | 99.96% |
December 31, 2022 | 99.96% |
November 30, 2022 | 99.96% |
October 31, 2022 | 99.96% |
September 30, 2022 | 99.96% |
August 31, 2022 | 99.96% |
July 31, 2022 | 99.96% |
June 30, 2022 | 99.96% |
May 31, 2022 | 99.96% |
April 30, 2022 | 99.96% |
Date | Value |
---|---|
March 31, 2022 | 99.96% |
February 28, 2022 | 99.96% |
January 31, 2022 | 99.96% |
December 31, 2021 | 99.96% |
November 30, 2021 | 99.96% |
October 31, 2021 | 99.96% |
September 30, 2021 | 99.96% |
August 31, 2021 | 99.96% |
July 31, 2021 | 99.96% |
June 30, 2021 | 99.96% |
May 31, 2021 | 99.96% |
April 30, 2021 | 99.96% |
March 31, 2021 | 99.96% |
February 28, 2021 | 99.96% |
January 31, 2021 | 99.96% |
December 31, 2020 | 99.96% |
November 30, 2020 | 99.96% |
October 31, 2020 | 99.96% |
September 30, 2020 | 92.99% |
August 31, 2020 | 91.24% |
July 31, 2020 | 91.24% |
June 30, 2020 | 85.99% |
May 31, 2020 | 85.00% |
April 30, 2020 | 85.00% |
March 31, 2020 | 85.00% |
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
80.00%
Minimum
May 2019
99.96%
Maximum
Oct 2020
95.67%
Average
99.96%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
BOTS Inc | 99.97% |
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -62.37 |
Beta (5Y) | 2.600 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 3.78K% |
Historical Sharpe Ratio (5Y) | -0.0088 |
Historical Sortino (5Y) | -0.3265 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 85.43% |