Prophecy DeFi Inc (PDFI.CX)
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Nov 05, 14:34
Prophecy DeFi Max Drawdown (5Y): 99.42% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.42% |
| August 31, 2024 | 99.42% |
| July 31, 2024 | 99.42% |
| June 30, 2024 | 99.42% |
| May 31, 2024 | 99.42% |
| April 30, 2024 | 99.42% |
| March 31, 2024 | 99.42% |
| February 29, 2024 | 99.42% |
| January 31, 2024 | 99.42% |
| December 31, 2023 | 99.42% |
| November 30, 2023 | 99.42% |
| October 31, 2023 | 98.84% |
| September 30, 2023 | 98.84% |
| August 31, 2023 | 98.84% |
| July 31, 2023 | 98.84% |
| June 30, 2023 | 98.84% |
| May 31, 2023 | 98.84% |
| April 30, 2023 | 98.84% |
| March 31, 2023 | 98.26% |
| February 28, 2023 | 98.26% |
| January 31, 2023 | 98.26% |
| December 31, 2022 | 98.26% |
| November 30, 2022 | 96.51% |
| October 31, 2022 | 96.51% |
| September 30, 2022 | 95.35% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.77% |
| July 31, 2022 | 94.19% |
| June 30, 2022 | 94.19% |
| May 31, 2022 | 93.33% |
| April 30, 2022 | 93.33% |
| March 31, 2022 | 93.33% |
| February 28, 2022 | 93.33% |
| January 31, 2022 | 93.33% |
| December 31, 2021 | 93.33% |
| November 30, 2021 | 93.33% |
| October 31, 2021 | 93.33% |
| September 30, 2021 | 93.33% |
| August 31, 2021 | 93.33% |
| July 31, 2021 | 93.33% |
| June 30, 2021 | 93.33% |
| May 31, 2021 | 93.33% |
| April 30, 2021 | 93.33% |
| March 31, 2021 | 93.33% |
| February 28, 2021 | 93.33% |
| January 31, 2021 | 93.33% |
| December 31, 2020 | 93.33% |
| November 30, 2020 | 93.33% |
| October 31, 2020 | 93.33% |
| September 30, 2020 | 93.33% |
| August 31, 2020 | 93.33% |
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
86.67%
Minimum
Nov 2019
99.42%
Maximum
Nov 2023
95.42%
Average
93.33%
Median
Feb 2020
Max Drawdown (5Y) Benchmarks
| First National Financial Corp | 53.66% |
| Chesswood Group Ltd | 93.59% |
| MCAN Financial Group | 37.80% |
| Starrex International Ltd | 95.58% |
| Inverite Insights Inc | 93.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.46 |
| Beta (5Y) | 2.292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 242.1% |
| Historical Sharpe Ratio (5Y) | -0.1289 |
| Historical Sortino (5Y) | -0.4839 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |