spotlight Capital Holdings Inc (SLCH)
0.0027
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
spotlight Capital Holdings Max Drawdown (5Y): 97.60% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.60% |
| August 31, 2024 | 97.60% |
| July 31, 2024 | 97.60% |
| June 30, 2024 | 97.60% |
| May 31, 2024 | 97.60% |
| April 30, 2024 | 97.60% |
| March 31, 2024 | 97.60% |
| February 29, 2024 | 97.60% |
| January 31, 2024 | 97.60% |
| December 31, 2023 | 97.60% |
| November 30, 2023 | 97.60% |
| October 31, 2023 | 97.60% |
| September 30, 2023 | 97.60% |
| August 31, 2023 | 97.60% |
| July 31, 2023 | 97.60% |
| June 30, 2023 | 97.60% |
| May 31, 2023 | 97.60% |
| April 30, 2023 | 97.60% |
| March 31, 2023 | 97.60% |
| February 28, 2023 | 97.60% |
| January 31, 2023 | 97.60% |
| December 31, 2022 | 97.60% |
| November 30, 2022 | 97.60% |
| October 31, 2022 | 97.60% |
| September 30, 2022 | 97.60% |
| Date | Value |
|---|---|
| August 31, 2022 | 97.60% |
| July 31, 2022 | 97.60% |
| June 30, 2022 | 97.60% |
| May 31, 2022 | 97.60% |
| April 30, 2022 | 97.60% |
| March 31, 2022 | 97.60% |
| February 28, 2022 | 97.60% |
| January 31, 2022 | 97.60% |
| December 31, 2021 | 97.60% |
| November 30, 2021 | 97.60% |
| October 31, 2021 | 97.60% |
| September 30, 2021 | 97.60% |
| August 31, 2021 | 97.60% |
| July 31, 2021 | 97.60% |
| June 30, 2021 | 97.60% |
| May 31, 2021 | 97.60% |
| April 30, 2021 | 97.60% |
| March 31, 2021 | 97.60% |
| February 28, 2021 | 97.60% |
| January 31, 2021 | 97.60% |
| December 31, 2020 | 97.60% |
| November 30, 2020 | 97.60% |
| October 31, 2020 | 97.60% |
| September 30, 2020 | 97.60% |
| August 31, 2020 | 97.60% |
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
96.90%
Minimum
Apr 2020
99.68%
Maximum
Nov 2019
97.76%
Average
97.60%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| E Med Future Inc | 97.59% |
| Family Room Entertainment Corp | 99.98% |
| Seven Arts Entertainment Inc | 99.67% |
| Maxx Sports TV Inc | 99.71% |
| National Lampoon Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.42 |
| Beta (5Y) | 0.6639 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 163.1% |
| Historical Sharpe Ratio (5Y) | -0.1554 |
| Historical Sortino (5Y) | -0.3664 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.84% |