US Lighting Group Inc (USLG)
0.0056
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
US Lighting Group Max Drawdown (5Y): 99.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.50% |
| September 30, 2024 | 99.47% |
| August 31, 2024 | 99.37% |
| July 31, 2024 | 99.09% |
| June 30, 2024 | 99.09% |
| May 31, 2024 | 99.09% |
| April 30, 2024 | 99.09% |
| March 31, 2024 | 99.09% |
| February 29, 2024 | 99.09% |
| January 31, 2024 | 99.09% |
| December 31, 2023 | 99.09% |
| November 30, 2023 | 99.09% |
| October 31, 2023 | 99.00% |
| September 30, 2023 | 97.32% |
| August 31, 2023 | 97.32% |
| July 31, 2023 | 97.32% |
| June 30, 2023 | 97.32% |
| May 31, 2023 | 97.32% |
| April 30, 2023 | 97.32% |
| March 31, 2023 | 97.32% |
| February 28, 2023 | 97.32% |
| January 31, 2023 | 97.32% |
| December 31, 2022 | 97.32% |
| November 30, 2022 | 97.32% |
| October 31, 2022 | 97.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.32% |
| August 31, 2022 | 97.32% |
| July 31, 2022 | 97.32% |
| June 30, 2022 | 97.32% |
| May 31, 2022 | 97.32% |
| April 30, 2022 | 97.32% |
| March 31, 2022 | 97.32% |
| February 28, 2022 | 97.32% |
| January 31, 2022 | 97.32% |
| December 31, 2021 | 97.32% |
| November 30, 2021 | 96.51% |
| October 31, 2021 | 95.13% |
| September 30, 2021 | 93.63% |
| August 31, 2021 | 93.63% |
| July 31, 2021 | 93.63% |
| June 30, 2021 | 93.63% |
| May 31, 2021 | 93.63% |
| April 30, 2021 | 93.63% |
| March 31, 2021 | 93.63% |
| February 28, 2021 | 93.63% |
| January 31, 2021 | 93.63% |
| December 31, 2020 | 93.63% |
| November 30, 2020 | 93.63% |
| October 31, 2020 | 88.61% |
| September 30, 2020 | 88.61% |
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
88.61%
Minimum
Nov 2019
99.50%
Maximum
Oct 2024
95.25%
Average
97.32%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Brunswick Corp | 60.43% |
| Marine Products Corp | 69.59% |
| Malibu Boats Inc | 66.80% |
| MasterCraft Boat Holdings Inc | 86.38% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -93.93 |
| Beta (5Y) | 2.243 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 384.1% |
| Historical Sharpe Ratio (5Y) | -0.1692 |
| Historical Sortino (5Y) | -1.121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |