Value Exchange International Inc (VEII)
0.0698
+0.04
(+168.46%)
USD |
OTCM |
Nov 25, 12:07
Value Exchange International Max Drawdown (5Y): 97.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.22% |
| September 30, 2024 | 97.22% |
| August 31, 2024 | 97.22% |
| July 31, 2024 | 97.22% |
| June 30, 2024 | 96.00% |
| May 31, 2024 | 96.00% |
| April 30, 2024 | 96.00% |
| March 31, 2024 | 94.02% |
| February 29, 2024 | 91.25% |
| January 31, 2024 | 91.25% |
| December 31, 2023 | 91.25% |
| November 30, 2023 | 91.25% |
| October 31, 2023 | 91.25% |
| September 30, 2023 | 91.25% |
| August 31, 2023 | 91.25% |
| July 31, 2023 | 91.25% |
| June 30, 2023 | 91.25% |
| May 31, 2023 | 91.25% |
| April 30, 2023 | 94.60% |
| March 31, 2023 | 94.60% |
| February 28, 2023 | 94.60% |
| January 31, 2023 | 94.60% |
| December 31, 2022 | 94.60% |
| November 30, 2022 | 94.60% |
| October 31, 2022 | 94.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.60% |
| August 31, 2022 | 94.60% |
| July 31, 2022 | 94.60% |
| June 30, 2022 | 94.60% |
| May 31, 2022 | 94.60% |
| April 30, 2022 | 94.60% |
| March 31, 2022 | 94.60% |
| February 28, 2022 | 94.60% |
| January 31, 2022 | 94.60% |
| December 31, 2021 | 94.60% |
| November 30, 2021 | 94.60% |
| October 31, 2021 | 94.60% |
| September 30, 2021 | 94.60% |
| August 31, 2021 | 94.60% |
| July 31, 2021 | 94.60% |
| June 30, 2021 | 94.60% |
| May 31, 2021 | 94.60% |
| April 30, 2021 | 94.60% |
| March 31, 2021 | 94.60% |
| February 28, 2021 | 94.60% |
| January 31, 2021 | 94.60% |
| December 31, 2020 | 94.60% |
| November 30, 2020 | 94.60% |
| October 31, 2020 | 94.60% |
| September 30, 2020 | 94.60% |
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
91.25%
Minimum
May 2023
97.22%
Maximum
Jul 2024
94.28%
Average
94.60%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Triller Group Inc | -- |
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.58 |
| Beta (5Y) | 1.872 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 164.6% |
| Historical Sharpe Ratio (5Y) | -0.0693 |
| Historical Sortino (5Y) | -0.1997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.00% |