Vartech Systems Inc (VRTK)
2.00
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Vartech Systems Max Drawdown (5Y): 73.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.75% |
| March 31, 2024 | 73.75% |
| February 29, 2024 | 73.75% |
| January 31, 2024 | 73.75% |
| December 31, 2023 | 73.75% |
| November 30, 2023 | 73.75% |
| October 31, 2023 | 73.75% |
| September 30, 2023 | 73.75% |
| August 31, 2023 | 73.75% |
| July 31, 2023 | 73.75% |
| June 30, 2023 | 73.75% |
| May 31, 2023 | 71.11% |
| April 30, 2023 | 71.11% |
| March 31, 2023 | 71.11% |
| February 28, 2023 | 71.11% |
| January 31, 2023 | 71.11% |
| December 31, 2022 | 71.11% |
| November 30, 2022 | 71.11% |
| October 31, 2022 | 71.11% |
| September 30, 2022 | 71.11% |
| August 31, 2022 | 71.11% |
| July 31, 2022 | 71.11% |
| June 30, 2022 | 71.11% |
| May 31, 2022 | 71.11% |
| April 30, 2022 | 71.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 71.11% |
| February 28, 2022 | 71.11% |
| January 31, 2022 | 71.11% |
| December 31, 2021 | 71.11% |
| November 30, 2021 | 71.11% |
| October 31, 2021 | 71.11% |
| September 30, 2021 | 71.11% |
| August 31, 2021 | 71.11% |
| July 31, 2021 | 71.11% |
| June 30, 2021 | 71.11% |
| May 31, 2021 | 71.11% |
| April 30, 2021 | 71.11% |
| March 31, 2021 | 75.56% |
| February 28, 2021 | 75.56% |
| January 31, 2021 | 75.56% |
| December 31, 2020 | 75.56% |
| November 30, 2020 | 75.56% |
| October 31, 2020 | 75.56% |
| September 30, 2020 | 75.56% |
| August 31, 2020 | 75.56% |
| July 31, 2020 | 75.56% |
| June 30, 2020 | 75.56% |
| May 31, 2020 | 75.56% |
| April 30, 2020 | 75.56% |
| March 31, 2020 | 75.56% |
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
71.11%
Minimum
Apr 2021
75.56%
Maximum
May 2019
73.30%
Average
73.75%
Median
Jun 2023
Max Drawdown (5Y) Benchmarks
| Key Tronic Corp | 77.30% |
| Qualcomm Inc | 44.29% |
| Red Cat Holdings Inc | 99.98% |
| Lumentum Holdings Inc | 66.89% |
| Rigetti Computing Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.41 |
| Beta (5Y) | -0.1827 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.38% |
| Historical Sharpe Ratio (5Y) | -0.2484 |
| Historical Sortino (5Y) | -0.4934 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.14% |