MMTEC Inc (MTC)
0.3191
-0.02
(-5.34%)
USD |
NASDAQ |
Nov 14, 13:02
MMTEC Max Drawdown (5Y): 99.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.79% |
| September 30, 2024 | 99.79% |
| August 31, 2024 | 99.79% |
| July 31, 2024 | 99.79% |
| June 30, 2024 | 99.79% |
| May 31, 2024 | 99.79% |
| April 30, 2024 | 99.79% |
| March 31, 2024 | 99.79% |
| February 29, 2024 | 99.79% |
| January 31, 2024 | 99.79% |
| December 31, 2023 | 99.79% |
| November 30, 2023 | 99.79% |
| October 31, 2023 | 99.79% |
| September 30, 2023 | 99.79% |
| August 31, 2023 | 99.66% |
| July 31, 2023 | 99.66% |
| June 30, 2023 | 99.66% |
| May 31, 2023 | 99.66% |
| April 30, 2023 | 99.66% |
| March 31, 2023 | 99.66% |
| February 28, 2023 | 99.66% |
| January 31, 2023 | 99.66% |
| December 31, 2022 | 99.66% |
| November 30, 2022 | 99.47% |
| October 31, 2022 | 99.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.29% |
| August 31, 2022 | 99.20% |
| July 31, 2022 | 99.20% |
| June 30, 2022 | 98.64% |
| May 31, 2022 | 98.64% |
| April 30, 2022 | 97.49% |
| March 31, 2022 | 97.49% |
| February 28, 2022 | 97.49% |
| January 31, 2022 | 97.01% |
| December 31, 2021 | 96.53% |
| November 30, 2021 | 96.33% |
| October 31, 2021 | 96.33% |
| September 30, 2021 | 96.33% |
| August 31, 2021 | 96.33% |
| July 31, 2021 | 96.33% |
| June 30, 2021 | 96.33% |
| May 31, 2021 | 96.33% |
| April 30, 2021 | 96.33% |
| March 31, 2021 | 96.33% |
| February 28, 2021 | 96.33% |
| January 31, 2021 | 96.33% |
| December 31, 2020 | 96.33% |
| November 30, 2020 | 96.33% |
| October 31, 2020 | 96.33% |
| September 30, 2020 | 96.33% |
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
90.55%
Minimum
Nov 2019
99.79%
Maximum
Sep 2023
97.67%
Average
98.06%
Median
Max Drawdown (5Y) Benchmarks
| TROOPS Inc | 95.10% |
| CLPS Inc | 94.25% |
| Infobird Co Ltd | -- |
| mF International Ltd | -- |
| Global Engine Group Holding Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.81 |
| Beta (5Y) | 0.934 |
| 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% |