Meta Materials Inc (MMAT)
3.35
-0.20
(-5.63%)
USD |
NASDAQ |
May 01, 16:00
3.39
+0.04
(+1.19%)
After-Hours: 20:00
Meta Materials Max Drawdown (5Y): 99.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.91% |
| March 31, 2024 | 99.91% |
| February 29, 2024 | 99.86% |
| January 31, 2024 | 99.81% |
| December 31, 2023 | 99.69% |
| November 30, 2023 | 99.60% |
| October 31, 2023 | 99.39% |
| September 30, 2023 | 99.07% |
| August 31, 2023 | 99.07% |
| July 31, 2023 | 99.07% |
| June 30, 2023 | 99.07% |
| May 31, 2023 | 99.07% |
| April 30, 2023 | 99.07% |
| March 31, 2023 | 97.95% |
| February 28, 2023 | 96.79% |
| January 31, 2023 | 96.79% |
| December 31, 2022 | 96.79% |
| November 30, 2022 | 96.79% |
| October 31, 2022 | 96.79% |
| September 30, 2022 | 96.73% |
| August 31, 2022 | 96.08% |
| July 31, 2022 | 95.46% |
| June 30, 2022 | 94.81% |
| May 31, 2022 | 94.10% |
| April 30, 2022 | 94.00% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.89% |
| February 28, 2022 | 92.69% |
| January 31, 2022 | 92.69% |
| December 31, 2021 | 89.37% |
| November 30, 2021 | 89.37% |
| October 31, 2021 | 89.37% |
| September 30, 2021 | 89.37% |
| August 31, 2021 | 89.37% |
| July 31, 2021 | 89.37% |
| June 30, 2021 | 89.37% |
| May 31, 2021 | 89.37% |
| April 30, 2021 | 90.05% |
| March 31, 2021 | 90.57% |
| February 28, 2021 | 90.57% |
| January 31, 2021 | 90.57% |
| December 31, 2020 | 91.59% |
| November 30, 2020 | 92.11% |
| October 31, 2020 | 92.11% |
| September 30, 2020 | 92.11% |
| August 31, 2020 | 92.11% |
| July 31, 2020 | 92.11% |
| June 30, 2020 | 92.11% |
| May 31, 2020 | 92.11% |
| April 30, 2020 | 92.11% |
| March 31, 2020 | 92.11% |
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
89.37%
Minimum
May 2021
99.91%
Maximum
Mar 2024
94.50%
Average
95.00%
Median
Max Drawdown (5Y) Benchmarks
| Syntec Optics Holdings Inc | -- |
| Semilux International Ltd | -- |
| VOXX International Corp | 80.13% |
| Mobile Lads Corp | 98.47% |
| Versus Systems Inc | 99.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.89 |
| Beta (5Y) | 1.494 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.6% |
| Historical Sharpe Ratio (5Y) | -0.3948 |
| Historical Sortino (5Y) | -1.114 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.60% |