Media Sentiment Inc (MSEZ)
0.0662
0.00 (0.00%)
USD |
OTCM |
Nov 19, 16:00
Media Sentiment Max Drawdown (5Y): 99.70% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.70% |
August 31, 2024 | 99.70% |
July 31, 2024 | 99.70% |
June 30, 2024 | 99.70% |
May 31, 2024 | 99.70% |
April 30, 2024 | 99.70% |
March 31, 2024 | 99.70% |
February 29, 2024 | 99.70% |
January 31, 2024 | 99.70% |
December 31, 2023 | 99.70% |
November 30, 2023 | 99.70% |
October 31, 2023 | 99.70% |
September 30, 2023 | 99.70% |
August 31, 2023 | 99.70% |
July 31, 2023 | 99.70% |
June 30, 2023 | 99.70% |
May 31, 2023 | 99.70% |
April 30, 2023 | 99.70% |
March 31, 2023 | 99.70% |
February 28, 2023 | 99.70% |
January 31, 2023 | 99.70% |
December 31, 2022 | 99.70% |
November 30, 2022 | 99.70% |
October 31, 2022 | 99.79% |
September 30, 2022 | 99.79% |
Date | Value |
---|---|
August 31, 2022 | 99.79% |
July 31, 2022 | 99.79% |
June 30, 2022 | 99.79% |
May 31, 2022 | 99.79% |
April 30, 2022 | 99.79% |
March 31, 2022 | 99.79% |
February 28, 2022 | 99.79% |
January 31, 2022 | 99.79% |
December 31, 2021 | 99.79% |
November 30, 2021 | 99.79% |
October 31, 2021 | 99.79% |
September 30, 2021 | 99.79% |
August 31, 2021 | 99.79% |
July 31, 2021 | 99.79% |
June 30, 2021 | 99.79% |
May 31, 2021 | 99.79% |
April 30, 2021 | 99.79% |
March 31, 2021 | 99.79% |
February 28, 2021 | 99.79% |
January 31, 2021 | 99.79% |
December 31, 2020 | 99.79% |
November 30, 2020 | 99.90% |
October 31, 2020 | 99.90% |
September 30, 2020 | 99.90% |
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
99.70%
Minimum
Nov 2022
100.00%
Maximum
Nov 2019
99.79%
Average
99.79%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
IDW Media Holdings Inc | 99.13% |
Comtex News Network Inc | 97.33% |
DallasNews Corp | 77.21% |
Lee Enterprises Inc | 82.23% |
Scholastic Corp | 56.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 31.86 |
Beta (5Y) | 0.7126 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 4.77K% |
Historical Sharpe Ratio (5Y) | 0.0087 |
Historical Sortino (5Y) | 0.4459 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 84.00% |