Windfall Geotek Inc (WIN.CX)
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Nov 22, 14:20
Windfall Geotek Max Drawdown (5Y): 98.11% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 98.11% |
| August 31, 2024 | 96.23% |
| July 31, 2024 | 95.28% |
| June 30, 2024 | 95.28% |
| May 31, 2024 | 95.28% |
| April 30, 2024 | 95.28% |
| March 31, 2024 | 95.28% |
| February 29, 2024 | 95.28% |
| January 31, 2024 | 94.34% |
| December 31, 2023 | 93.40% |
| November 30, 2023 | 93.40% |
| October 31, 2023 | 92.45% |
| September 30, 2023 | 92.45% |
| August 31, 2023 | 92.45% |
| July 31, 2023 | 92.45% |
| June 30, 2023 | 92.45% |
| May 31, 2023 | 92.45% |
| April 30, 2023 | 92.45% |
| March 31, 2023 | 92.45% |
| February 28, 2023 | 92.45% |
| January 31, 2023 | 92.45% |
| December 31, 2022 | 92.45% |
| November 30, 2022 | 91.51% |
| October 31, 2022 | 91.51% |
| September 30, 2022 | 93.08% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.67% |
| July 31, 2022 | 94.71% |
| June 30, 2022 | 94.71% |
| May 31, 2022 | 96.00% |
| April 30, 2022 | 96.22% |
| March 31, 2022 | 96.22% |
| February 28, 2022 | 96.49% |
| January 31, 2022 | 96.49% |
| December 31, 2021 | 96.49% |
| November 30, 2021 | 96.49% |
| October 31, 2021 | 96.81% |
| September 30, 2021 | 96.92% |
| August 31, 2021 | 97.86% |
| July 31, 2021 | 98.21% |
| June 30, 2021 | 98.21% |
| May 31, 2021 | 98.21% |
| April 30, 2021 | 98.21% |
| March 31, 2021 | 98.21% |
| February 28, 2021 | 98.25% |
| January 31, 2021 | 98.60% |
| December 31, 2020 | 98.77% |
| November 30, 2020 | 99.24% |
| October 31, 2020 | 99.41% |
| September 30, 2020 | 99.41% |
| August 31, 2020 | 99.41% |
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
91.51%
Minimum
Oct 2022
99.41%
Maximum
Nov 2019
96.09%
Average
96.23%
Median
Aug 2024
Max Drawdown (5Y) Benchmarks
| New World Solutions Inc | 99.80% |
| NameSilo Technologies Corp | 76.36% |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.28 |
| Beta (5Y) | 1.870 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 133.7% |
| Historical Sharpe Ratio (5Y) | -0.1925 |
| Historical Sortino (5Y) | -0.6153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.33% |