Providence Resources Inc (PVRS)
0.031
0.00 (0.00%)
USD |
OTCM |
May 10, 16:00
Providence Resources Max Drawdown (5Y): 97.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.11% |
| March 31, 2024 | 97.11% |
| February 29, 2024 | 97.11% |
| January 31, 2024 | 95.78% |
| December 31, 2023 | 95.78% |
| November 30, 2023 | 94.00% |
| October 31, 2023 | 94.00% |
| September 30, 2023 | 93.24% |
| August 31, 2023 | 92.89% |
| July 31, 2023 | 90.87% |
| June 30, 2023 | 90.87% |
| May 31, 2023 | 90.87% |
| April 30, 2023 | 90.87% |
| March 31, 2023 | 90.87% |
| February 28, 2023 | 90.87% |
| January 31, 2023 | 90.87% |
| December 31, 2022 | 90.87% |
| November 30, 2022 | 90.87% |
| October 31, 2022 | 90.87% |
| September 30, 2022 | 90.87% |
| August 31, 2022 | 91.00% |
| July 31, 2022 | 91.00% |
| June 30, 2022 | 91.67% |
| May 31, 2022 | 94.15% |
| April 30, 2022 | 96.38% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.38% |
| February 28, 2022 | 98.92% |
| January 31, 2022 | 98.92% |
| December 31, 2021 | 98.92% |
| November 30, 2021 | 98.92% |
| October 31, 2021 | 99.24% |
| September 30, 2021 | 99.56% |
| August 31, 2021 | 99.56% |
| July 31, 2021 | 99.56% |
| June 30, 2021 | 99.56% |
| May 31, 2021 | 99.56% |
| April 30, 2021 | 99.56% |
| March 31, 2021 | 99.56% |
| February 28, 2021 | 99.56% |
| January 31, 2021 | 99.56% |
| December 31, 2020 | 99.56% |
| November 30, 2020 | 99.56% |
| October 31, 2020 | 99.56% |
| September 30, 2020 | 99.56% |
| August 31, 2020 | 99.56% |
| July 31, 2020 | 99.56% |
| June 30, 2020 | 99.56% |
| May 31, 2020 | 99.56% |
| April 30, 2020 | 99.56% |
| March 31, 2020 | 99.56% |
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
90.87%
Minimum
Sep 2022
99.56%
Maximum
May 2019
96.66%
Average
99.08%
Median
Max Drawdown (5Y) Benchmarks
| Yong Bai Chao New Retail Corp | 99.92% |
| China Teletech Holding Inc | 99.11% |
| Trans Global Group Inc | 99.99% |
| Kasten Inc | 99.89% |
| Baiyu Holdings Inc | 99.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 69.70 |
| Beta (5Y) | -5.092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 381.0% |
| Historical Sharpe Ratio (5Y) | 0.034 |
| Historical Sortino (5Y) | 0.2162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.93% |