EnWave Corp (NWVCF)
0.1713
0.00 (0.00%)
USD |
OTCM |
May 06, 13:36
EnWave Max Drawdown (5Y): 91.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.60% |
| March 31, 2024 | 91.60% |
| February 29, 2024 | 91.60% |
| January 31, 2024 | 91.60% |
| December 31, 2023 | 91.60% |
| November 30, 2023 | 91.60% |
| October 31, 2023 | 91.60% |
| September 30, 2023 | 90.84% |
| August 31, 2023 | 90.84% |
| July 31, 2023 | 90.47% |
| June 30, 2023 | 90.47% |
| May 31, 2023 | 90.47% |
| April 30, 2023 | 90.47% |
| March 31, 2023 | 90.47% |
| February 28, 2023 | 89.78% |
| January 31, 2023 | 86.19% |
| December 31, 2022 | 86.19% |
| November 30, 2022 | 86.19% |
| October 31, 2022 | 86.19% |
| September 30, 2022 | 82.96% |
| August 31, 2022 | 80.13% |
| July 31, 2022 | 80.13% |
| June 30, 2022 | 80.13% |
| May 31, 2022 | 80.13% |
| April 30, 2022 | 80.13% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.13% |
| February 28, 2022 | 80.13% |
| January 31, 2022 | 80.13% |
| December 31, 2021 | 80.13% |
| November 30, 2021 | 80.13% |
| October 31, 2021 | 80.13% |
| September 30, 2021 | 80.13% |
| August 31, 2021 | 80.13% |
| July 31, 2021 | 80.13% |
| June 30, 2021 | 80.13% |
| May 31, 2021 | 80.13% |
| April 30, 2021 | 80.13% |
| March 31, 2021 | 80.13% |
| February 28, 2021 | 80.13% |
| January 31, 2021 | 80.13% |
| December 31, 2020 | 80.13% |
| November 30, 2020 | 81.16% |
| October 31, 2020 | 81.42% |
| September 30, 2020 | 81.42% |
| August 31, 2020 | 81.42% |
| July 31, 2020 | 81.42% |
| June 30, 2020 | 81.42% |
| May 31, 2020 | 81.42% |
| April 30, 2020 | 81.42% |
| March 31, 2020 | 81.42% |
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
80.13%
Minimum
Dec 2020
91.60%
Maximum
Oct 2023
83.70%
Average
81.42%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Park-Ohio Holdings Corp | 78.54% |
| Luxfer Holdings PLC | 65.70% |
| A2Z Smart Technologies Corp | -- |
| Symbotic Inc | -- |
| New Horizon Aircraft Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.85 |
| Beta (5Y) | 1.395 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.76% |
| Historical Sharpe Ratio (5Y) | -0.6519 |
| Historical Sortino (5Y) | -1.131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.04% |