New Focus Auto Tech Holdings Ltd (NWFAF)
0.0185
0.00 (0.00%)
USD |
OTCM |
May 08, 16:00
New Focus Auto Tech Holdings Max Drawdown (5Y): 98.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.64% |
March 31, 2024 | 98.64% |
February 29, 2024 | 98.64% |
January 31, 2024 | 98.64% |
December 31, 2023 | 98.64% |
November 30, 2023 | 98.64% |
October 31, 2023 | 98.64% |
September 30, 2023 | 98.64% |
August 31, 2023 | 98.64% |
July 31, 2023 | 98.64% |
June 30, 2023 | 98.64% |
May 31, 2023 | 98.64% |
April 30, 2023 | 98.64% |
March 31, 2023 | 98.64% |
February 28, 2023 | 98.64% |
January 31, 2023 | 98.64% |
December 31, 2022 | 98.64% |
November 30, 2022 | 98.64% |
October 31, 2022 | 98.64% |
September 30, 2022 | 98.64% |
August 31, 2022 | 98.64% |
July 31, 2022 | 98.64% |
June 30, 2022 | 98.64% |
May 31, 2022 | 98.64% |
April 30, 2022 | 98.64% |
Date | Value |
---|---|
March 31, 2022 | 98.64% |
February 28, 2022 | 98.64% |
January 31, 2022 | 98.64% |
December 31, 2021 | 98.64% |
November 30, 2021 | 98.64% |
October 31, 2021 | 98.64% |
September 30, 2021 | 98.64% |
August 31, 2021 | 98.64% |
July 31, 2021 | 98.64% |
June 30, 2021 | 98.64% |
May 31, 2021 | 98.64% |
April 30, 2021 | 98.64% |
March 31, 2021 | 98.64% |
February 28, 2021 | 98.64% |
January 31, 2021 | 98.64% |
December 31, 2020 | 97.58% |
November 30, 2020 | 97.58% |
October 31, 2020 | 97.58% |
September 30, 2020 | 97.58% |
August 31, 2020 | 97.58% |
July 31, 2020 | 95.86% |
June 30, 2020 | 95.86% |
May 31, 2020 | 95.86% |
April 30, 2020 | 95.86% |
March 31, 2020 | 95.86% |
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
89.62%
Minimum
May 2019
98.64%
Maximum
Jan 2021
97.47%
Average
98.64%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.648 |
Beta (5Y) | -1.703 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 700.4% |
Historical Sharpe Ratio (5Y) | -0.0133 |
Historical Sortino (5Y) | -0.1046 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 83.15% |