National Asset Recovery Corp (REPO)
0.0166
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
National Asset Recovery Max Drawdown (5Y): 99.34% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.34% |
| August 31, 2024 | 99.34% |
| July 31, 2024 | 99.34% |
| June 30, 2024 | 99.34% |
| May 31, 2024 | 99.34% |
| April 30, 2024 | 99.34% |
| March 31, 2024 | 99.34% |
| February 29, 2024 | 99.34% |
| January 31, 2024 | 99.34% |
| December 31, 2023 | 99.34% |
| November 30, 2023 | 99.34% |
| October 31, 2023 | 99.64% |
| September 30, 2023 | 99.64% |
| August 31, 2023 | 99.71% |
| July 31, 2023 | 99.71% |
| June 30, 2023 | 99.71% |
| May 31, 2023 | 99.97% |
| April 30, 2023 | 99.97% |
| March 31, 2023 | 99.97% |
| February 28, 2023 | 99.97% |
| January 31, 2023 | 99.97% |
| December 31, 2022 | 99.97% |
| November 30, 2022 | 99.97% |
| October 31, 2022 | 99.97% |
| September 30, 2022 | 99.97% |
| Date | Value |
|---|---|
| August 31, 2022 | 99.97% |
| July 31, 2022 | 99.97% |
| June 30, 2022 | 99.97% |
| May 31, 2022 | 99.97% |
| April 30, 2022 | 99.97% |
| March 31, 2022 | 99.97% |
| February 28, 2022 | 99.97% |
| January 31, 2022 | 99.97% |
| December 31, 2021 | 99.97% |
| November 30, 2021 | 99.97% |
| October 31, 2021 | 99.97% |
| September 30, 2021 | 99.97% |
| August 31, 2021 | 99.97% |
| July 31, 2021 | 99.97% |
| June 30, 2021 | 99.97% |
| May 31, 2021 | 99.97% |
| April 30, 2021 | 99.97% |
| March 31, 2021 | 99.99% |
| February 28, 2021 | 99.99% |
| January 31, 2021 | 99.99% |
| December 31, 2020 | 99.99% |
| November 30, 2020 | 99.99% |
| October 31, 2020 | 99.99% |
| September 30, 2020 | 99.99% |
| August 31, 2020 | 99.99% |
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
99.34%
Minimum
Nov 2023
99.99%
Maximum
Nov 2019
99.83%
Average
99.97%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Global Payments Inc | 56.97% |
| Performant Financial Corp | 88.55% |
| TOMI Environmental Solutions Inc | 97.15% |
| Avalon Holdings Corp | 88.49% |
| Compx International Inc | 43.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.42 |
| Beta (5Y) | 2.492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 808.3% |
| Historical Sharpe Ratio (5Y) | 0.0033 |
| Historical Sortino (5Y) | 0.0422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.00% |