WaveDancer Inc (DELISTED) (WAVD:DL)
9.510
+2.97
(+45.41%)
USD |
NASDAQ |
Aug 12, 16:00
WaveDancer Max Drawdown (5Y): 97.85% for July 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
July 31, 2024 | 97.85% |
June 30, 2024 | 97.85% |
May 31, 2024 | 97.85% |
April 30, 2024 | 97.85% |
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% |
Date | Value |
---|---|
June 30, 2022 | 81.63% |
May 31, 2022 | 81.63% |
April 30, 2022 | 81.63% |
March 31, 2022 | 81.63% |
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% |
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
79.49%
Minimum
Oct 2019
97.85%
Maximum
Nov 2023
86.94%
Average
81.63%
Median
Jan 2020
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
Logility Supply Chain Solutions Inc | 71.68% |
Inuvo Inc | 95.07% |
Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.76 |
Beta (5Y) | 3.146 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 145.5% |
Historical Sharpe Ratio (5Y) | -0.0036 |
Historical Sortino (5Y) | -0.0096 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.44% |