Netcapital Inc (NCPL)
1.85
+0.12
(+6.94%)
USD |
NASDAQ |
Nov 21, 16:00
1.82
-0.03
(-1.62%)
After-Hours: 07:44
Netcapital Max Drawdown (5Y): 99.87% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.87% |
| September 30, 2024 | 99.87% |
| August 31, 2024 | 99.86% |
| July 31, 2024 | 99.76% |
| June 30, 2024 | 99.68% |
| May 31, 2024 | 99.59% |
| April 30, 2024 | 99.59% |
| March 31, 2024 | 99.58% |
| February 29, 2024 | 99.53% |
| January 31, 2024 | 99.40% |
| December 31, 2023 | 99.33% |
| November 30, 2023 | 99.08% |
| October 31, 2023 | 98.82% |
| September 30, 2023 | 98.61% |
| August 31, 2023 | 98.26% |
| July 31, 2023 | 97.74% |
| June 30, 2023 | 97.56% |
| May 31, 2023 | 97.56% |
| April 30, 2023 | 97.56% |
| March 31, 2023 | 97.56% |
| February 28, 2023 | 97.56% |
| January 31, 2023 | 97.56% |
| December 31, 2022 | 97.56% |
| November 30, 2022 | 97.56% |
| October 31, 2022 | 97.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.56% |
| August 31, 2022 | 97.56% |
| July 31, 2022 | 97.56% |
| June 30, 2022 | 98.00% |
| May 31, 2022 | 98.00% |
| April 30, 2022 | 98.00% |
| March 31, 2022 | 98.00% |
| February 28, 2022 | 98.00% |
| January 31, 2022 | 98.60% |
| December 31, 2021 | 98.60% |
| November 30, 2021 | 99.20% |
| October 31, 2021 | 99.20% |
| September 30, 2021 | 99.20% |
| August 31, 2021 | 99.20% |
| July 31, 2021 | 99.20% |
| June 30, 2021 | 99.20% |
| May 31, 2021 | 99.20% |
| April 30, 2021 | 99.20% |
| March 31, 2021 | 99.20% |
| February 28, 2021 | 99.20% |
| January 31, 2021 | 99.20% |
| December 31, 2020 | 99.20% |
| November 30, 2020 | 99.20% |
| October 31, 2020 | 99.20% |
| September 30, 2020 | 99.20% |
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
97.56%
Minimum
Jul 2022
99.87%
Maximum
Oct 2024
98.77%
Average
99.20%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Oxford Square Capital Corp | 67.03% |
| Prospect Capital Corp | 43.97% |
| New Mountain Finance Corp | 64.05% |
| The Marygold Companies Inc | 83.67% |
| Cleanspark Inc | 98.56% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -83.48 |
| Beta (5Y) | 0.6350 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.26% |
| Historical Sharpe Ratio (5Y) | -0.8434 |
| Historical Sortino (5Y) | -1.521 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.84% |