Versus Systems Inc (VS)
1.59
+0.10
(+6.71%)
USD |
NASDAQ |
Nov 21, 16:00
1.59
0.00 (0.00%)
After-Hours: 18:02
Versus Systems Max Drawdown (5Y): 99.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.96% |
| September 30, 2024 | 99.96% |
| August 31, 2024 | 99.96% |
| July 31, 2024 | 99.96% |
| June 30, 2024 | 99.96% |
| May 31, 2024 | 99.96% |
| April 30, 2024 | 99.96% |
| March 31, 2024 | 99.94% |
| February 29, 2024 | 99.94% |
| January 31, 2024 | 99.93% |
| December 31, 2023 | 99.92% |
| November 30, 2023 | 99.92% |
| October 31, 2023 | 99.91% |
| September 30, 2023 | 99.89% |
| August 31, 2023 | 99.85% |
| July 31, 2023 | 99.80% |
| June 30, 2023 | 99.78% |
| May 31, 2023 | 99.78% |
| April 30, 2023 | 99.78% |
| March 31, 2023 | 99.78% |
| February 28, 2023 | 99.78% |
| January 31, 2023 | 99.78% |
| December 31, 2022 | 99.78% |
| November 30, 2022 | 98.92% |
| October 31, 2022 | 98.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.56% |
| August 31, 2022 | 97.03% |
| July 31, 2022 | 97.03% |
| June 30, 2022 | 96.62% |
| May 31, 2022 | 96.24% |
| April 30, 2022 | 92.00% |
| March 31, 2022 | 91.68% |
| February 28, 2022 | 90.80% |
| January 31, 2022 | 85.04% |
| December 31, 2021 | 85.04% |
| November 30, 2021 | 78.40% |
| October 31, 2021 | 78.00% |
| September 30, 2021 | 78.00% |
| August 31, 2021 | 78.00% |
| July 31, 2021 | 78.00% |
| June 30, 2021 | 78.00% |
| May 31, 2021 | 78.00% |
| April 30, 2021 | 78.00% |
| March 31, 2021 | 78.00% |
| February 28, 2021 | 78.00% |
| January 31, 2021 | 78.00% |
| December 31, 2020 | 78.00% |
| November 30, 2020 | 78.00% |
| October 31, 2020 | 78.00% |
| September 30, 2020 | 78.00% |
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
77.69%
Minimum
Nov 2019
99.96%
Maximum
Oct 2024
89.57%
Average
94.12%
Median
Max Drawdown (5Y) Benchmarks
| Destiny Media Technologies Inc | 84.29% |
| Ehave Inc | 100.00% |
| Zoompass Holdings Inc | 100.00% |
| SoLVBL Solutions Inc | -- |
| LeddarTech Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -97.20 |
| Beta (5Y) | 1.867 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.0% |
| Historical Sharpe Ratio (5Y) | -0.5895 |
| Historical Sortino (5Y) | -1.355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.05% |