MMTEC Inc (MTC)

1.42 +0.12 (+9.23%) USD  |  NASDAQ  |  Dec 24, 13:00
1.38 -0.04 (-2.82%) After-Hours: 13:42
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MMTEC Max Drawdown (5Y): 99.83% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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TROOPS Inc 95.10%
CLPS Inc 94.25%
Infobird Co Ltd --
Triller Group Inc 97.19%
Global Engine Group Holding Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -73.17
Beta (5Y) 0.8296
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 196.8%
Historical Sharpe Ratio (5Y) -0.3154
Historical Sortino (5Y) -0.9466
Monthly Value at Risk (VaR) 5% (5Y Lookback) 54.38%