Universal Tracking Solutions Inc (UTRK)
0.0004
0.00 (0.00%)
USD |
OTCM |
May 24, 16:00
Universal Tracking Solutions Max Drawdown (5Y): 99.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.80% |
| March 31, 2024 | 99.80% |
| February 29, 2024 | 99.80% |
| January 31, 2024 | 99.80% |
| December 31, 2023 | 99.80% |
| November 30, 2023 | 99.80% |
| October 31, 2023 | 99.80% |
| September 30, 2023 | 99.80% |
| August 31, 2023 | 99.80% |
| July 31, 2023 | 99.80% |
| June 30, 2023 | 99.80% |
| May 31, 2023 | 99.80% |
| April 30, 2023 | 99.80% |
| March 31, 2023 | 94.60% |
| February 28, 2023 | 94.49% |
| January 31, 2023 | 94.49% |
| December 31, 2022 | 94.49% |
| November 30, 2022 | 94.49% |
| October 31, 2022 | 94.49% |
| September 30, 2022 | 94.49% |
| August 31, 2022 | 94.49% |
| July 31, 2022 | 94.49% |
| June 30, 2022 | 94.49% |
| May 31, 2022 | 94.49% |
| April 30, 2022 | 94.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.49% |
| February 28, 2022 | 94.49% |
| January 31, 2022 | 97.33% |
| December 31, 2021 | 97.33% |
| November 30, 2021 | 97.33% |
| October 31, 2021 | 97.33% |
| September 30, 2021 | 97.33% |
| August 31, 2021 | 97.33% |
| July 31, 2021 | 97.33% |
| June 30, 2021 | 97.33% |
| May 31, 2021 | 97.33% |
| April 30, 2021 | 97.33% |
| March 31, 2021 | 97.33% |
| February 28, 2021 | 97.33% |
| January 31, 2021 | 97.33% |
| December 31, 2020 | 97.33% |
| November 30, 2020 | 97.33% |
| October 31, 2020 | 97.33% |
| September 30, 2020 | 97.33% |
| August 31, 2020 | 97.33% |
| July 31, 2020 | 97.33% |
| June 30, 2020 | 97.33% |
| May 31, 2020 | 97.33% |
| April 30, 2020 | 97.33% |
| March 31, 2020 | 97.33% |
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
94.49%
Minimum
Feb 2022
99.80%
Maximum
Apr 2023
97.21%
Average
97.33%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| IZON Network Inc | 100.00% |
| Cyber Digital Inc | 99.99% |
| Adtran Holdings Inc | 82.00% |
| Wireless Telecom Group Inc (DELISTED) | -- |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.22 |
| Beta (5Y) | -1.846 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 564.2% |
| Historical Sharpe Ratio (5Y) | -0.0847 |
| Historical Sortino (5Y) | -0.576 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.21% |