MMTEC Inc (MTC)
0.3078
-0.02
(-5.13%)
USD |
NASDAQ |
Nov 21, 16:00
0.3233
+0.02
(+5.04%)
After-Hours: 07:48
MMTEC Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| TROOPS Inc | 95.10% |
| CLPS Inc | -- |
| Infobird Co Ltd | -- |
| mF International Ltd | -- |
| Global Engine Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.81 |
| Beta (5Y) | 0.9340 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 196.3% |
| Historical Sharpe Ratio (5Y) | -0.2993 |
| Historical Sortino (5Y) | -0.889 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.38% |