Novagant Corp (NVGT)
0.0045
0.00 (0.00%)
USD |
OTCM |
Jun 17, 16:00
Novagant Max Drawdown (5Y): 99.22% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.22% |
April 30, 2024 | 99.22% |
March 31, 2024 | 99.22% |
February 29, 2024 | 99.41% |
January 31, 2024 | 99.41% |
December 31, 2023 | 99.48% |
November 30, 2023 | 99.48% |
October 31, 2023 | 99.76% |
September 30, 2023 | 99.76% |
August 31, 2023 | 99.86% |
July 31, 2023 | 99.87% |
June 30, 2023 | 99.88% |
May 31, 2023 | 99.88% |
April 30, 2023 | 99.88% |
March 31, 2023 | 99.88% |
February 28, 2023 | 99.88% |
January 31, 2023 | 99.88% |
December 31, 2022 | 99.88% |
November 30, 2022 | 99.88% |
October 31, 2022 | 99.88% |
September 30, 2022 | 99.90% |
August 31, 2022 | 99.90% |
July 31, 2022 | 99.90% |
June 30, 2022 | 99.90% |
May 31, 2022 | 99.90% |
Date | Value |
---|---|
April 30, 2022 | 99.90% |
March 31, 2022 | 99.90% |
February 28, 2022 | 99.90% |
January 31, 2022 | 99.90% |
December 31, 2021 | 99.90% |
November 30, 2021 | 99.92% |
October 31, 2021 | 99.97% |
September 30, 2021 | 99.97% |
August 31, 2021 | 99.97% |
July 31, 2021 | 99.98% |
June 30, 2021 | 99.98% |
May 31, 2021 | 99.99% |
April 30, 2021 | 99.99% |
March 31, 2021 | 99.99% |
February 28, 2021 | 99.99% |
January 31, 2021 | 99.99% |
December 31, 2020 | 99.99% |
November 30, 2020 | 99.99% |
October 31, 2020 | 99.99% |
September 30, 2020 | 99.99% |
August 31, 2020 | 99.99% |
July 31, 2020 | 99.99% |
June 30, 2020 | 99.99% |
May 31, 2020 | 99.99% |
April 30, 2020 | 99.99% |
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
99.22%
Minimum
Mar 2024
99.99%
Maximum
Jun 2019
99.87%
Average
99.91%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.33 |
Beta (5Y) | -0.4724 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.68K% |
Historical Sharpe Ratio (5Y) | 0.0047 |
Historical Sortino (5Y) | 0.1047 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.00% |