Vitasoy International Holdings Ltd (VTSYF)
0.76
0.00 (0.00%)
USD |
OTCM |
May 21, 16:00
Vitasoy International Holdings Max Drawdown (5Y): 87.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.00% |
| March 31, 2024 | 86.28% |
| February 29, 2024 | 86.28% |
| January 31, 2024 | 85.00% |
| December 31, 2023 | 85.00% |
| November 30, 2023 | 81.02% |
| October 31, 2023 | 81.02% |
| September 30, 2023 | 81.02% |
| August 31, 2023 | 79.50% |
| July 31, 2023 | 79.50% |
| June 30, 2023 | 76.23% |
| May 31, 2023 | 76.23% |
| April 30, 2023 | 76.23% |
| March 31, 2023 | 76.23% |
| February 28, 2023 | 76.23% |
| January 31, 2023 | 76.23% |
| December 31, 2022 | 76.23% |
| November 30, 2022 | 76.23% |
| October 31, 2022 | 76.23% |
| September 30, 2022 | 76.23% |
| August 31, 2022 | 74.14% |
| July 31, 2022 | 72.46% |
| June 30, 2022 | 72.46% |
| May 31, 2022 | 72.46% |
| April 30, 2022 | 72.46% |
| Date | Value |
|---|---|
| March 31, 2022 | 72.46% |
| February 28, 2022 | 67.30% |
| January 31, 2022 | 67.30% |
| December 31, 2021 | 67.30% |
| November 30, 2021 | 65.58% |
| October 31, 2021 | 60.47% |
| September 30, 2021 | 60.47% |
| August 31, 2021 | 60.47% |
| July 31, 2021 | 52.16% |
| June 30, 2021 | 50.02% |
| May 31, 2021 | 50.02% |
| April 30, 2021 | 50.02% |
| March 31, 2021 | 50.02% |
| February 28, 2021 | 50.02% |
| January 31, 2021 | 50.02% |
| December 31, 2020 | 50.02% |
| November 30, 2020 | 50.02% |
| October 31, 2020 | 50.02% |
| September 30, 2020 | 50.02% |
| August 31, 2020 | 50.02% |
| July 31, 2020 | 50.02% |
| June 30, 2020 | 50.02% |
| May 31, 2020 | 50.02% |
| April 30, 2020 | 50.02% |
| March 31, 2020 | 50.02% |
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
28.21%
Minimum
May 2019
87.00%
Maximum
Apr 2024
61.26%
Average
63.02%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.84 |
| Beta (5Y) | 0.2019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.96% |
| Historical Sharpe Ratio (5Y) | -0.9113 |
| Historical Sortino (5Y) | -1.244 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.39% |