Newegg Commerce Inc (NEGG)
0.7981
0.00 (0.00%)
USD |
NASDAQ |
May 01, 16:00
0.7981
0.00 (0.00%)
After-Hours: 20:00
Newegg Commerce Max Drawdown (5Y): 99.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.20% |
| March 31, 2024 | 99.20% |
| February 29, 2024 | 99.20% |
| January 31, 2024 | 99.20% |
| December 31, 2023 | 99.20% |
| November 30, 2023 | 99.20% |
| October 31, 2023 | 99.18% |
| September 30, 2023 | 98.88% |
| August 31, 2023 | 98.49% |
| July 31, 2023 | 98.49% |
| June 30, 2023 | 98.49% |
| May 31, 2023 | 98.49% |
| April 30, 2023 | 98.49% |
| March 31, 2023 | 98.27% |
| February 28, 2023 | 98.27% |
| January 31, 2023 | 98.27% |
| December 31, 2022 | 98.27% |
| November 30, 2022 | 97.62% |
| October 31, 2022 | 97.00% |
| September 30, 2022 | 96.76% |
| August 31, 2022 | 95.22% |
| July 31, 2022 | 95.22% |
| June 30, 2022 | 94.69% |
| May 31, 2022 | 93.98% |
| April 30, 2022 | 93.62% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.62% |
| February 28, 2022 | 91.86% |
| January 31, 2022 | 91.05% |
| December 31, 2021 | 91.05% |
| November 30, 2021 | 91.05% |
| October 31, 2021 | 91.05% |
| September 30, 2021 | 91.05% |
| August 31, 2021 | 91.05% |
| July 31, 2021 | 91.05% |
| June 30, 2021 | 91.05% |
| May 31, 2021 | 91.05% |
| April 30, 2021 | 91.05% |
| March 31, 2021 | 91.05% |
| February 28, 2021 | 91.05% |
| January 31, 2021 | 91.05% |
| December 31, 2020 | 91.05% |
| November 30, 2020 | 91.05% |
| October 31, 2020 | 91.05% |
| September 30, 2020 | 91.05% |
| August 31, 2020 | 91.05% |
| July 31, 2020 | 91.05% |
| June 30, 2020 | 91.05% |
| May 31, 2020 | 91.05% |
| April 30, 2020 | 91.05% |
| March 31, 2020 | 91.05% |
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
90.80%
Minimum
May 2019
99.20%
Maximum
Nov 2023
93.84%
Average
91.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flanigan'S Enterprises Inc | 69.97% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Delta Apparel Inc | 93.21% |
| DSS Inc | 99.80% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.59 |
| Beta (5Y) | 1.297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 196.9% |
| Historical Sharpe Ratio (5Y) | -0.2191 |
| Historical Sortino (5Y) | -0.9595 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.92% |