Non-Invasive Monitoring Systems Inc (NIMU)
0.0118
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Non-Invasive Monitoring Systems Max Drawdown (5Y): 99.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.82% |
| March 31, 2024 | 99.82% |
| February 29, 2024 | 99.82% |
| January 31, 2024 | 94.13% |
| December 31, 2023 | 94.13% |
| November 30, 2023 | 94.13% |
| October 31, 2023 | 94.13% |
| September 30, 2023 | 94.13% |
| August 31, 2023 | 94.13% |
| July 31, 2023 | 94.13% |
| June 30, 2023 | 94.13% |
| May 31, 2023 | 94.13% |
| April 30, 2023 | 94.13% |
| March 31, 2023 | 94.13% |
| February 28, 2023 | 94.13% |
| January 31, 2023 | 94.13% |
| December 31, 2022 | 94.13% |
| November 30, 2022 | 94.13% |
| October 31, 2022 | 94.13% |
| September 30, 2022 | 94.13% |
| August 31, 2022 | 94.13% |
| July 31, 2022 | 94.13% |
| June 30, 2022 | 94.13% |
| May 31, 2022 | 94.13% |
| April 30, 2022 | 94.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.11% |
| February 28, 2022 | 94.11% |
| January 31, 2022 | 92.31% |
| December 31, 2021 | 92.31% |
| November 30, 2021 | 92.31% |
| October 31, 2021 | 92.31% |
| September 30, 2021 | 92.31% |
| August 31, 2021 | 92.31% |
| July 31, 2021 | 92.31% |
| June 30, 2021 | 92.31% |
| May 31, 2021 | 92.31% |
| April 30, 2021 | 92.31% |
| March 31, 2021 | 92.31% |
| February 28, 2021 | 92.31% |
| January 31, 2021 | 92.31% |
| December 31, 2020 | 92.31% |
| November 30, 2020 | 92.31% |
| October 31, 2020 | 91.49% |
| September 30, 2020 | 91.49% |
| August 31, 2020 | 91.49% |
| July 31, 2020 | 91.49% |
| June 30, 2020 | 91.49% |
| May 31, 2020 | 91.49% |
| April 30, 2020 | 91.49% |
| March 31, 2020 | 90.96% |
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
88.80%
Minimum
May 2019
99.82%
Maximum
Feb 2024
92.81%
Average
92.31%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.86 |
| Beta (5Y) | 0.6807 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 985.4% |
| Historical Sharpe Ratio (5Y) | -0.0338 |
| Historical Sortino (5Y) | -0.5793 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.78% |