SofTech Inc (SOFT)
0.0001
0.00 (0.00%)
USD |
OTCM |
May 15, 16:00
SofTech 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 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 99.99% |
| May 31, 2023 | 99.96% |
| April 30, 2023 | 99.96% |
| March 31, 2023 | 99.96% |
| February 28, 2023 | 99.96% |
| January 31, 2023 | 99.96% |
| December 31, 2022 | 99.96% |
| November 30, 2022 | 99.96% |
| October 31, 2022 | 99.85% |
| September 30, 2022 | 99.85% |
| August 31, 2022 | 99.85% |
| July 31, 2022 | 99.85% |
| June 30, 2022 | 99.85% |
| May 31, 2022 | 99.85% |
| April 30, 2022 | 99.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 99.85% |
| February 28, 2022 | 99.85% |
| January 31, 2022 | 99.85% |
| December 31, 2021 | 99.26% |
| November 30, 2021 | 99.26% |
| October 31, 2021 | 99.26% |
| September 30, 2021 | 99.05% |
| August 31, 2021 | 98.14% |
| July 31, 2021 | 98.14% |
| June 30, 2021 | 98.14% |
| May 31, 2021 | 98.14% |
| April 30, 2021 | 98.14% |
| March 31, 2021 | 98.14% |
| February 28, 2021 | 98.14% |
| January 31, 2021 | 98.14% |
| December 31, 2020 | 98.14% |
| November 30, 2020 | 98.14% |
| October 31, 2020 | 98.14% |
| September 30, 2020 | 98.14% |
| August 31, 2020 | 98.14% |
| July 31, 2020 | 98.14% |
| June 30, 2020 | 98.14% |
| May 31, 2020 | 98.14% |
| April 30, 2020 | 98.14% |
| March 31, 2020 | 98.14% |
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
98.14%
Minimum
May 2019
99.99%
Maximum
Jul 2023
99.05%
Average
99.26%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Technology Solutions Co | 99.90% |
| Signature Devices Inc | 99.95% |
| NeoMedia Technologies Inc | 99.99% |
| Applied Visual Sciences Inc | 100.00% |
| Scient Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -91.33 |
| Beta (5Y) | 1.114 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 266.4% |
| Historical Sharpe Ratio (5Y) | -0.2963 |
| Historical Sortino (5Y) | -0.8652 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 75.00% |