SenesTech Inc (SNES)
0.8475
-0.02
(-1.76%)
USD |
NASDAQ |
May 03, 14:40
SenesTech Max Drawdown (5Y): 99.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.96% |
| September 30, 2023 | 99.95% |
| August 31, 2023 | 99.92% |
| July 31, 2023 | 99.88% |
| June 30, 2023 | 99.86% |
| May 31, 2023 | 99.86% |
| April 30, 2023 | 99.86% |
| March 31, 2023 | 99.84% |
| February 28, 2023 | 99.77% |
| January 31, 2023 | 99.71% |
| December 31, 2022 | 99.71% |
| November 30, 2022 | 99.66% |
| October 31, 2022 | 99.60% |
| September 30, 2022 | 99.57% |
| August 31, 2022 | 99.57% |
| July 31, 2022 | 99.57% |
| June 30, 2022 | 99.57% |
| May 31, 2022 | 99.57% |
| April 30, 2022 | 99.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.57% |
| February 28, 2022 | 99.53% |
| January 31, 2022 | 99.49% |
| December 31, 2021 | 99.49% |
| November 30, 2021 | 99.32% |
| October 31, 2021 | 99.31% |
| September 30, 2021 | 99.31% |
| August 31, 2021 | 99.31% |
| July 31, 2021 | 99.31% |
| June 30, 2021 | 99.31% |
| May 31, 2021 | 99.31% |
| April 30, 2021 | 99.31% |
| March 31, 2021 | 99.31% |
| February 28, 2021 | 99.31% |
| January 31, 2021 | 99.31% |
| December 31, 2020 | 99.31% |
| November 30, 2020 | 99.31% |
| October 31, 2020 | 99.31% |
| September 30, 2020 | 99.28% |
| August 31, 2020 | 99.28% |
| July 31, 2020 | 99.24% |
| June 30, 2020 | 99.24% |
| May 31, 2020 | 99.24% |
| April 30, 2020 | 99.13% |
| March 31, 2020 | 99.13% |
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
96.80%
Minimum
May 2019
99.99%
Maximum
Dec 2023
99.12%
Average
99.32%
Median
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -94.00 |
| Beta (5Y) | 0.6827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.82% |
| Historical Sharpe Ratio (5Y) | -1.018 |
| Historical Sortino (5Y) | -1.513 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.10% |