Voip-Pal.com Inc (VPLM)
0.0155
0.00 (0.00%)
USD |
OTCM |
May 21, 11:38
Voip-Pal.com Max Drawdown (5Y): 97.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.79% |
March 31, 2024 | 97.79% |
February 29, 2024 | 97.79% |
January 31, 2024 | 97.79% |
December 31, 2023 | 97.79% |
November 30, 2023 | 97.79% |
October 31, 2023 | 97.79% |
September 30, 2023 | 97.79% |
August 31, 2023 | 97.79% |
July 31, 2023 | 97.79% |
June 30, 2023 | 97.79% |
May 31, 2023 | 97.79% |
April 30, 2023 | 97.79% |
March 31, 2023 | 97.79% |
February 28, 2023 | 97.79% |
January 31, 2023 | 97.79% |
December 31, 2022 | 97.79% |
November 30, 2022 | 97.79% |
October 31, 2022 | 97.79% |
September 30, 2022 | 97.79% |
August 31, 2022 | 97.79% |
July 31, 2022 | 97.79% |
June 30, 2022 | 97.79% |
May 31, 2022 | 97.79% |
April 30, 2022 | 97.79% |
Date | Value |
---|---|
March 31, 2022 | 97.79% |
February 28, 2022 | 97.79% |
January 31, 2022 | 97.79% |
December 31, 2021 | 97.79% |
November 30, 2021 | 97.79% |
October 31, 2021 | 97.79% |
September 30, 2021 | 97.79% |
August 31, 2021 | 97.79% |
July 31, 2021 | 97.79% |
June 30, 2021 | 97.79% |
May 31, 2021 | 97.79% |
April 30, 2021 | 97.79% |
March 31, 2021 | 97.79% |
February 28, 2021 | 97.79% |
January 31, 2021 | 97.79% |
December 31, 2020 | 97.79% |
November 30, 2020 | 97.79% |
October 31, 2020 | 97.79% |
September 30, 2020 | 97.79% |
August 31, 2020 | 97.77% |
July 31, 2020 | 97.72% |
June 30, 2020 | 97.67% |
May 31, 2020 | 97.55% |
April 30, 2020 | 97.55% |
March 31, 2020 | 97.55% |
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
95.33%
Minimum
May 2019
97.79%
Maximum
Sep 2020
97.65%
Average
97.79%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Cogent Communications Holdings Inc | 39.34% |
Consolidated Communications Holdings Inc | 85.35% |
Lumen Technologies Inc | 92.87% |
Ribbon Communications Inc | 86.32% |
Anterix Inc | 56.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.04 |
Beta (5Y) | 0.2352 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 174.8% |
Historical Sharpe Ratio (5Y) | -0.0653 |
Historical Sortino (5Y) | -0.2689 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.25% |