Surgepays Inc (SURG)
3.69
0.00 (0.00%)
USD |
NASDAQ |
May 02, 13:05
Surgepays Max Drawdown (5Y): 97.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.02% |
March 31, 2024 | 97.02% |
February 29, 2024 | 97.02% |
January 31, 2024 | 97.02% |
December 31, 2023 | 97.02% |
November 30, 2023 | 97.02% |
October 31, 2023 | 97.02% |
September 30, 2023 | 97.02% |
August 31, 2023 | 97.02% |
July 31, 2023 | 97.02% |
June 30, 2023 | 97.02% |
May 31, 2023 | 97.02% |
April 30, 2023 | 97.02% |
March 31, 2023 | 97.02% |
February 28, 2023 | 97.02% |
January 31, 2023 | 97.02% |
December 31, 2022 | 97.02% |
November 30, 2022 | 97.02% |
October 31, 2022 | 97.02% |
September 30, 2022 | 97.02% |
August 31, 2022 | 97.02% |
July 31, 2022 | 97.02% |
June 30, 2022 | 97.02% |
May 31, 2022 | 97.02% |
April 30, 2022 | 97.02% |
Date | Value |
---|---|
March 31, 2022 | 97.02% |
February 28, 2022 | 97.02% |
January 31, 2022 | 97.02% |
December 31, 2021 | 96.79% |
November 30, 2021 | 96.73% |
October 31, 2021 | 96.73% |
September 30, 2021 | 96.73% |
August 31, 2021 | 96.73% |
July 31, 2021 | 98.32% |
June 30, 2021 | 98.74% |
May 31, 2021 | 98.74% |
April 30, 2021 | 98.74% |
March 31, 2021 | 98.74% |
February 28, 2021 | 98.74% |
January 31, 2021 | 98.74% |
December 31, 2020 | 98.74% |
November 30, 2020 | 98.74% |
October 31, 2020 | 98.74% |
September 30, 2020 | 98.74% |
August 31, 2020 | 98.74% |
July 31, 2020 | 98.74% |
June 30, 2020 | 98.74% |
May 31, 2020 | 98.74% |
April 30, 2020 | 98.74% |
March 31, 2020 | 98.74% |
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
96.73%
Minimum
Aug 2021
98.91%
Maximum
May 2019
97.79%
Average
97.02%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Priority Technology Holdings Inc | 88.12% |
Phunware Inc | 99.96% |
Nukkleus Inc | 99.99% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -56.48 |
Beta (5Y) | 1.474 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.54% |
Historical Sharpe Ratio (5Y) | -0.4192 |
Historical Sortino (5Y) | -0.8496 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.17% |