Vemanti Group Inc (VMNT)
0.22
-0.01
(-3.97%)
USD |
OTCM |
Apr 26, 16:00
Vemanti Group Max Drawdown (5Y): 99.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.26% |
| February 29, 2024 | 99.26% |
| January 31, 2024 | 99.26% |
| December 31, 2023 | 99.26% |
| November 30, 2023 | 99.26% |
| October 31, 2023 | 99.26% |
| September 30, 2023 | 99.26% |
| August 31, 2023 | 99.26% |
| July 31, 2023 | 99.26% |
| June 30, 2023 | 99.26% |
| May 31, 2023 | 99.26% |
| April 30, 2023 | 99.26% |
| March 31, 2023 | 99.26% |
| February 28, 2023 | 99.26% |
| January 31, 2023 | 99.26% |
| December 31, 2022 | 99.26% |
| November 30, 2022 | 99.26% |
| October 31, 2022 | 99.26% |
| September 30, 2022 | 99.26% |
| August 31, 2022 | 99.26% |
| July 31, 2022 | 99.26% |
| June 30, 2022 | 99.26% |
| May 31, 2022 | 99.26% |
| April 30, 2022 | 99.26% |
| March 31, 2022 | 99.26% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.26% |
| January 31, 2022 | 99.26% |
| December 31, 2021 | 99.26% |
| November 30, 2021 | 99.26% |
| October 31, 2021 | 99.26% |
| September 30, 2021 | 99.26% |
| August 31, 2021 | 99.26% |
| July 31, 2021 | 99.26% |
| June 30, 2021 | 99.26% |
| May 31, 2021 | 99.26% |
| April 30, 2021 | 99.26% |
| March 31, 2021 | 99.26% |
| February 28, 2021 | 99.26% |
| January 31, 2021 | 99.26% |
| December 31, 2020 | 99.26% |
| November 30, 2020 | 99.26% |
| October 31, 2020 | 99.26% |
| September 30, 2020 | 99.26% |
| August 31, 2020 | 99.26% |
| July 31, 2020 | 99.26% |
| June 30, 2020 | 99.26% |
| May 31, 2020 | 99.26% |
| April 30, 2020 | 99.26% |
| March 31, 2020 | 98.50% |
| February 29, 2020 | 98.50% |
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
96.61%
Minimum
Apr 2019
99.26%
Maximum
Apr 2020
99.03%
Average
99.26%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Adtran Holdings Inc | 79.41% |
| Cisco Systems Inc | 41.97% |
| Aviat Networks Inc | 68.58% |
| PowerFleet Inc | 80.88% |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.39 |
| Beta (5Y) | 2.234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 412.0% |
| Historical Sharpe Ratio (5Y) | 0.0359 |
| Historical Sortino (5Y) | 0.2506 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 51.92% |