US Lighting Group Inc (USLG)
0.0065
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
US Lighting Group Max Drawdown (5Y): 99.47% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
September 30, 2022 | 97.32% |
Date | Value |
---|---|
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% |
August 31, 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
99.47%
Maximum
Sep 2024
95.18%
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% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -98.23 |
Beta (5Y) | 2.252 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 383.8% |
Historical Sharpe Ratio (5Y) | -0.1757 |
Historical Sortino (5Y) | -1.160 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.00% |