Neo Performance Materials Inc (NOPMF)
4.15
-0.05
(-1.19%)
USD |
OTCM |
May 01, 12:53
Neo Performance Materials Max Drawdown (5Y): 73.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.94% |
| March 31, 2024 | 73.83% |
| February 29, 2024 | 70.90% |
| January 31, 2024 | 70.90% |
| December 31, 2023 | 70.90% |
| November 30, 2023 | 70.90% |
| October 31, 2023 | 70.90% |
| September 30, 2023 | 69.94% |
| August 31, 2023 | 69.94% |
| July 31, 2023 | 69.94% |
| June 30, 2023 | 69.94% |
| May 31, 2023 | 69.94% |
| April 30, 2023 | 69.94% |
| March 31, 2023 | 69.94% |
| February 28, 2023 | 69.94% |
| January 31, 2023 | 69.94% |
| December 31, 2022 | 69.94% |
| November 30, 2022 | 69.94% |
| October 31, 2022 | 69.94% |
| September 30, 2022 | 69.94% |
| August 31, 2022 | 69.94% |
| July 31, 2022 | 69.94% |
| June 30, 2022 | 69.94% |
| May 31, 2022 | 69.94% |
| April 30, 2022 | 69.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.94% |
| February 28, 2022 | 69.94% |
| January 31, 2022 | 69.94% |
| December 31, 2021 | 69.94% |
| November 30, 2021 | 69.94% |
| October 31, 2021 | 69.94% |
| September 30, 2021 | 69.94% |
| August 31, 2021 | 69.94% |
| July 31, 2021 | 69.94% |
| June 30, 2021 | 69.94% |
| May 31, 2021 | 69.94% |
| April 30, 2021 | 69.94% |
| March 31, 2021 | 69.94% |
| February 28, 2021 | 69.94% |
| January 31, 2021 | 69.94% |
| December 31, 2020 | 69.94% |
| November 30, 2020 | 69.94% |
| October 31, 2020 | 69.94% |
| September 30, 2020 | 69.94% |
| August 31, 2020 | 69.94% |
| July 31, 2020 | 69.94% |
| June 30, 2020 | 69.94% |
| May 31, 2020 | 69.94% |
| April 30, 2020 | 69.94% |
| March 31, 2020 | 69.94% |
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
45.47%
Minimum
May 2019
73.94%
Maximum
Apr 2024
66.64%
Average
69.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sixth Wave Innovations Inc | 99.99% |
| Flexible Solutions International Inc | 75.75% |
| Paramount Gold Nevada Corp | 81.95% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.71 |
| Beta (5Y) | 1.779 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.80% |
| Historical Sharpe Ratio (5Y) | -0.2813 |
| Historical Sortino (5Y) | -0.4639 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.31% |