OmniTek Engineering Corp (OMTK)
0.0155
0.00 (0.00%)
USD |
OTCM |
Nov 27, 16:00
OmniTek Engineering Max Drawdown (5Y): 97.28% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.28% |
| August 31, 2024 | 97.28% |
| July 31, 2024 | 97.28% |
| June 30, 2024 | 97.62% |
| May 31, 2024 | 97.94% |
| April 30, 2024 | 98.44% |
| March 31, 2024 | 98.55% |
| February 29, 2024 | 98.55% |
| January 31, 2024 | 98.55% |
| December 31, 2023 | 98.55% |
| November 30, 2023 | 98.55% |
| October 31, 2023 | 98.55% |
| September 30, 2023 | 98.55% |
| August 31, 2023 | 98.55% |
| July 31, 2023 | 98.55% |
| June 30, 2023 | 98.55% |
| May 31, 2023 | 98.55% |
| April 30, 2023 | 98.55% |
| March 31, 2023 | 98.55% |
| February 28, 2023 | 98.55% |
| January 31, 2023 | 98.55% |
| December 31, 2022 | 98.55% |
| November 30, 2022 | 98.55% |
| October 31, 2022 | 98.55% |
| September 30, 2022 | 98.55% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.55% |
| July 31, 2022 | 98.55% |
| June 30, 2022 | 98.55% |
| May 31, 2022 | 98.55% |
| April 30, 2022 | 98.55% |
| March 31, 2022 | 98.55% |
| February 28, 2022 | 98.55% |
| January 31, 2022 | 98.55% |
| December 31, 2021 | 98.55% |
| November 30, 2021 | 98.55% |
| October 31, 2021 | 98.55% |
| September 30, 2021 | 98.55% |
| August 31, 2021 | 98.55% |
| July 31, 2021 | 98.55% |
| June 30, 2021 | 98.55% |
| May 31, 2021 | 98.55% |
| April 30, 2021 | 98.55% |
| March 31, 2021 | 98.55% |
| February 28, 2021 | 98.55% |
| January 31, 2021 | 98.55% |
| December 31, 2020 | 98.55% |
| November 30, 2020 | 98.55% |
| October 31, 2020 | 98.55% |
| September 30, 2020 | 98.55% |
| August 31, 2020 | 98.55% |
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
97.28%
Minimum
Jul 2024
98.55%
Maximum
Nov 2019
98.46%
Average
98.55%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Dana Inc | 86.96% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Gentex Corp | 35.99% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.47 |
| Beta (5Y) | -0.5563 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 134.5% |
| Historical Sharpe Ratio (5Y) | -0.246 |
| Historical Sortino (5Y) | -0.8313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.25% |