Network-1 Technologies Inc (NTIP)
1.37
+0.02
(+1.48%)
USD |
NYAM |
Nov 21, 16:00
1.37
0.00 (0.00%)
After-Hours: 07:23
Network-1 Technologies Max Drawdown (5Y): 61.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.55% |
| September 30, 2024 | 58.59% |
| August 31, 2024 | 58.59% |
| July 31, 2024 | 58.59% |
| June 30, 2024 | 58.59% |
| May 31, 2024 | 58.59% |
| April 30, 2024 | 58.59% |
| March 31, 2024 | 58.59% |
| February 29, 2024 | 58.59% |
| January 31, 2024 | 58.59% |
| December 31, 2023 | 58.59% |
| November 30, 2023 | 58.59% |
| October 31, 2023 | 58.59% |
| September 30, 2023 | 58.59% |
| August 31, 2023 | 58.59% |
| July 31, 2023 | 58.59% |
| June 30, 2023 | 58.59% |
| May 31, 2023 | 58.59% |
| April 30, 2023 | 58.59% |
| March 31, 2023 | 58.59% |
| February 28, 2023 | 58.59% |
| January 31, 2023 | 58.59% |
| December 31, 2022 | 58.59% |
| November 30, 2022 | 58.59% |
| October 31, 2022 | 58.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.59% |
| August 31, 2022 | 58.59% |
| July 31, 2022 | 58.59% |
| June 30, 2022 | 58.59% |
| May 31, 2022 | 58.59% |
| April 30, 2022 | 58.59% |
| March 31, 2022 | 58.59% |
| February 28, 2022 | 58.59% |
| January 31, 2022 | 58.59% |
| December 31, 2021 | 58.59% |
| November 30, 2021 | 58.59% |
| October 31, 2021 | 58.59% |
| September 30, 2021 | 58.59% |
| August 31, 2021 | 58.59% |
| July 31, 2021 | 58.59% |
| June 30, 2021 | 58.59% |
| May 31, 2021 | 58.59% |
| April 30, 2021 | 58.59% |
| March 31, 2021 | 58.59% |
| February 28, 2021 | 58.59% |
| January 31, 2021 | 58.59% |
| December 31, 2020 | 58.59% |
| November 30, 2020 | 58.59% |
| October 31, 2020 | 58.59% |
| September 30, 2020 | 58.59% |
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
55.68%
Minimum
Nov 2019
61.55%
Maximum
Oct 2024
58.44%
Average
58.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kratos Defense & Security Solutions Inc | 72.74% |
| Mercury Systems Inc | 71.73% |
| AMMO Inc | 88.97% |
| Momentus Inc | -- |
| Sidus Space Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.959 |
| Beta (5Y) | 0.0988 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.82% |
| Historical Sharpe Ratio (5Y) | -0.3363 |
| Historical Sortino (5Y) | -0.6377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.73% |