Natural Health Trends Corp (NHTC)
5.98
-0.02
(-0.33%)
USD |
NASDAQ |
Nov 04, 12:57
Natural Health Trends Max Drawdown (5Y): 93.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.24% |
| September 30, 2024 | 93.24% |
| August 31, 2024 | 93.24% |
| July 31, 2024 | 93.24% |
| June 30, 2024 | 93.24% |
| May 31, 2024 | 93.24% |
| April 30, 2024 | 93.24% |
| March 31, 2024 | 93.24% |
| February 29, 2024 | 93.24% |
| January 31, 2024 | 93.24% |
| December 31, 2023 | 93.24% |
| November 30, 2023 | 93.24% |
| October 31, 2023 | 93.24% |
| September 30, 2023 | 93.24% |
| August 31, 2023 | 93.24% |
| July 31, 2023 | 93.24% |
| June 30, 2023 | 93.24% |
| May 31, 2023 | 93.24% |
| April 30, 2023 | 93.24% |
| March 31, 2023 | 93.24% |
| February 28, 2023 | 93.24% |
| January 31, 2023 | 93.24% |
| December 31, 2022 | 93.24% |
| November 30, 2022 | 93.24% |
| October 31, 2022 | 93.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.24% |
| August 31, 2022 | 93.24% |
| July 31, 2022 | 93.24% |
| June 30, 2022 | 93.24% |
| May 31, 2022 | 93.24% |
| April 30, 2022 | 93.24% |
| March 31, 2022 | 93.24% |
| February 28, 2022 | 93.24% |
| January 31, 2022 | 93.24% |
| December 31, 2021 | 93.24% |
| November 30, 2021 | 93.24% |
| October 31, 2021 | 93.24% |
| September 30, 2021 | 93.24% |
| August 31, 2021 | 93.24% |
| July 31, 2021 | 93.24% |
| June 30, 2021 | 93.24% |
| May 31, 2021 | 93.24% |
| April 30, 2021 | 93.24% |
| March 31, 2021 | 93.24% |
| February 28, 2021 | 93.24% |
| January 31, 2021 | 93.24% |
| December 31, 2020 | 93.24% |
| November 30, 2020 | 93.24% |
| October 31, 2020 | 93.24% |
| September 30, 2020 | 93.24% |
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
85.71%
Minimum
Nov 2019
93.24%
Maximum
Mar 2020
92.95%
Average
93.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Vestiage Inc | 98.90% |
| Banny Cosmic International Holdings Inc | 100.00% |
| Birks Group Inc | 88.31% |
| Envela Corp | 61.53% |
| NFT Ltd | 99.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.302 |
| Beta (5Y) | 0.916 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.66% |
| Historical Sharpe Ratio (5Y) | 0.1808 |
| Historical Sortino (5Y) | 0.3412 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.17% |