Umbra Companies Inc (UCIX)
4.10
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Umbra Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 100.00% |
| March 31, 2024 | 100.00% |
| February 29, 2024 | 100.00% |
| January 31, 2024 | 100.00% |
| December 31, 2023 | 100.00% |
| November 30, 2023 | 100.00% |
| October 31, 2023 | 100.00% |
| September 30, 2023 | 100.00% |
| August 31, 2023 | 100.00% |
| July 31, 2023 | 100.00% |
| June 30, 2023 | 100.00% |
| May 31, 2023 | 93.19% |
| April 30, 2023 | 93.19% |
| March 31, 2023 | 93.19% |
| February 28, 2023 | 93.19% |
| January 31, 2023 | 93.19% |
| December 31, 2022 | 93.19% |
| November 30, 2022 | 93.19% |
| October 31, 2022 | 93.19% |
| September 30, 2022 | 93.19% |
| August 31, 2022 | 93.19% |
| July 31, 2022 | 93.19% |
| June 30, 2022 | 93.19% |
| May 31, 2022 | 93.19% |
| April 30, 2022 | 93.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.19% |
| February 28, 2022 | 93.56% |
| January 31, 2022 | 93.56% |
| December 31, 2021 | 93.56% |
| November 30, 2021 | 93.56% |
| October 31, 2021 | 93.56% |
| September 30, 2021 | 93.56% |
| August 31, 2021 | 93.56% |
| July 31, 2021 | 93.56% |
| June 30, 2021 | 93.56% |
| May 31, 2021 | 93.56% |
| April 30, 2021 | 94.06% |
| March 31, 2021 | 94.06% |
| February 28, 2021 | 94.06% |
| January 31, 2021 | 94.06% |
| December 31, 2020 | 94.06% |
| November 30, 2020 | 94.06% |
| October 31, 2020 | 94.06% |
| September 30, 2020 | 94.06% |
| August 31, 2020 | 94.06% |
| July 31, 2020 | 94.06% |
| June 30, 2020 | 97.52% |
| May 31, 2020 | 99.03% |
| April 30, 2020 | 99.03% |
| March 31, 2020 | 99.03% |
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
93.19%
Minimum
Mar 2022
100.00%
Maximum
Jun 2023
95.98%
Average
94.06%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| FuelCell Energy Inc | 99.91% |
| Majic Wheels Corp | 99.92% |
| Perma-Pipe International Holdings Inc | 58.53% |
| OriginClear Inc | 100.00% |
| Montana Technologies Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 27544.53 |
| Beta (5Y) | -2474.48 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 640.2K% |
| Historical Sortino (5Y) | -0.547 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.90% |