NewStream Energy Technologies Group Inc (NSGP)
0.124
+0.05
(+71.75%)
USD |
OTCM |
May 21, 16:00
NewStream Energy Technologies Group Max Drawdown (5Y): 99.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.54% |
| March 31, 2024 | 99.54% |
| February 29, 2024 | 99.54% |
| January 31, 2024 | 99.52% |
| December 31, 2023 | 99.52% |
| November 30, 2023 | 99.52% |
| October 31, 2023 | 99.52% |
| September 30, 2023 | 99.52% |
| August 31, 2023 | 99.52% |
| July 31, 2023 | 99.52% |
| June 30, 2023 | 99.30% |
| May 31, 2023 | 99.30% |
| April 30, 2023 | 99.30% |
| March 31, 2023 | 99.30% |
| February 28, 2023 | 99.22% |
| January 31, 2023 | 99.09% |
| December 31, 2022 | 99.09% |
| November 30, 2022 | 99.09% |
| October 31, 2022 | 99.09% |
| September 30, 2022 | 99.09% |
| August 31, 2022 | 99.09% |
| July 31, 2022 | 99.07% |
| June 30, 2022 | 99.07% |
| May 31, 2022 | 99.07% |
| April 30, 2022 | 99.07% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.07% |
| February 28, 2022 | 99.07% |
| January 31, 2022 | 99.07% |
| December 31, 2021 | 99.07% |
| November 30, 2021 | 99.07% |
| October 31, 2021 | 99.07% |
| September 30, 2021 | 99.07% |
| August 31, 2021 | 99.07% |
| July 31, 2021 | 99.07% |
| June 30, 2021 | 99.07% |
| May 31, 2021 | 99.07% |
| April 30, 2021 | 99.07% |
| March 31, 2021 | 99.07% |
| February 28, 2021 | 99.07% |
| January 31, 2021 | 99.07% |
| December 31, 2020 | 99.07% |
| November 30, 2020 | 99.07% |
| October 31, 2020 | 99.07% |
| September 30, 2020 | 98.96% |
| August 31, 2020 | 98.96% |
| July 31, 2020 | 98.96% |
| June 30, 2020 | 98.39% |
| May 31, 2020 | 98.39% |
| April 30, 2020 | 98.39% |
| March 31, 2020 | 98.39% |
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
98.39%
Minimum
Jan 2020
99.91%
Maximum
May 2019
99.14%
Average
99.07%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Burnham Holdings Inc | 43.82% |
| OAT Inc | 89.62% |
| AAON Inc | 42.39% |
| CECO Environmental Corp | 74.13% |
| Fuel Tech Inc | 86.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.54 |
| Beta (5Y) | -0.9227 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.79% |
| Historical Sharpe Ratio (5Y) | -0.8108 |
| Historical Sortino (5Y) | -1.304 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.57% |