ProtoSource Corp (PSCO)
0.0056
0.00 (0.00%)
USD |
OTCM |
Nov 15, 16:00
ProtoSource Max Drawdown (5Y): 99.27% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.27% |
| August 31, 2024 | 99.27% |
| July 31, 2024 | 99.27% |
| June 30, 2024 | 99.27% |
| May 31, 2024 | 99.27% |
| April 30, 2024 | 99.27% |
| March 31, 2024 | 99.27% |
| February 29, 2024 | 99.27% |
| January 31, 2024 | 99.27% |
| December 31, 2023 | 99.27% |
| November 30, 2023 | 99.27% |
| October 31, 2023 | 99.27% |
| September 30, 2023 | 99.27% |
| August 31, 2023 | 99.27% |
| July 31, 2023 | 99.27% |
| June 30, 2023 | 97.00% |
| May 31, 2023 | 97.00% |
| April 30, 2023 | 97.00% |
| March 31, 2023 | 97.00% |
| February 28, 2023 | 96.33% |
| January 31, 2023 | 96.33% |
| December 31, 2022 | 96.33% |
| November 30, 2022 | 94.17% |
| October 31, 2022 | 94.17% |
| September 30, 2022 | 93.33% |
| Date | Value |
|---|---|
| August 31, 2022 | 93.33% |
| July 31, 2022 | 92.00% |
| June 30, 2022 | 91.33% |
| May 31, 2022 | 91.30% |
| April 30, 2022 | 90.33% |
| March 31, 2022 | 90.33% |
| February 28, 2022 | 90.33% |
| January 31, 2022 | 90.33% |
| December 31, 2021 | 89.97% |
| November 30, 2021 | 89.97% |
| October 31, 2021 | 86.63% |
| September 30, 2021 | 83.33% |
| August 31, 2021 | 80.00% |
| July 31, 2021 | 80.00% |
| June 30, 2021 | 80.00% |
| May 31, 2021 | 80.00% |
| April 30, 2021 | 80.00% |
| March 31, 2021 | 80.00% |
| February 28, 2021 | 80.00% |
| January 31, 2021 | 80.00% |
| December 31, 2020 | 80.00% |
| November 30, 2020 | 80.00% |
| October 31, 2020 | 80.00% |
| September 30, 2020 | 80.00% |
| August 31, 2020 | 80.00% |
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
80.00%
Minimum
Apr 2020
99.27%
Maximum
Jul 2023
89.95%
Average
90.33%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.81 |
| Beta (5Y) | 5.003 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 602.3% |
| Historical Sharpe Ratio (5Y) | 0.0209 |
| Historical Sortino (5Y) | 0.1735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 53.59% |