WaveDancer Inc (WAVD)
2.135
+0.10
(+5.17%)
USD |
NASDAQ |
Apr 18, 16:00
2.08
-0.06
(-2.58%)
After-Hours: 20:00
WaveDancer Max Drawdown (5Y): 97.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.85% |
| February 29, 2024 | 97.85% |
| January 31, 2024 | 97.85% |
| December 31, 2023 | 97.85% |
| November 30, 2023 | 97.85% |
| October 31, 2023 | 97.20% |
| September 30, 2023 | 95.96% |
| August 31, 2023 | 95.46% |
| July 31, 2023 | 95.46% |
| June 30, 2023 | 95.46% |
| May 31, 2023 | 95.46% |
| April 30, 2023 | 95.46% |
| March 31, 2023 | 95.46% |
| February 28, 2023 | 93.16% |
| January 31, 2023 | 93.16% |
| December 31, 2022 | 93.16% |
| November 30, 2022 | 91.62% |
| October 31, 2022 | 87.18% |
| September 30, 2022 | 87.18% |
| August 31, 2022 | 81.63% |
| July 31, 2022 | 81.63% |
| June 30, 2022 | 81.63% |
| May 31, 2022 | 81.63% |
| April 30, 2022 | 81.63% |
| March 31, 2022 | 81.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.63% |
| January 31, 2022 | 81.63% |
| December 31, 2021 | 81.63% |
| November 30, 2021 | 81.63% |
| October 31, 2021 | 81.63% |
| September 30, 2021 | 81.63% |
| August 31, 2021 | 81.63% |
| July 31, 2021 | 81.63% |
| June 30, 2021 | 81.63% |
| May 31, 2021 | 81.63% |
| April 30, 2021 | 81.63% |
| March 31, 2021 | 81.63% |
| February 28, 2021 | 81.63% |
| January 31, 2021 | 81.63% |
| December 31, 2020 | 81.63% |
| November 30, 2020 | 81.63% |
| October 31, 2020 | 81.63% |
| September 30, 2020 | 81.63% |
| August 31, 2020 | 81.63% |
| July 31, 2020 | 81.63% |
| June 30, 2020 | 81.63% |
| May 31, 2020 | 81.63% |
| April 30, 2020 | 81.63% |
| March 31, 2020 | 81.63% |
| February 29, 2020 | 81.63% |
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
71.25%
Minimum
Apr 2019
97.85%
Maximum
Nov 2023
84.65%
Average
81.63%
Median
Jan 2020
Max Drawdown (5Y) Benchmarks
| Ansys Inc | 51.28% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.97 |
| Beta (5Y) | 2.946 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 143.9% |
| Historical Sharpe Ratio (5Y) | 0.052 |
| Historical Sortino (5Y) | 0.137 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.44% |