SolarWindow Technologies Inc (WNDW)
0.28
+0.02
(+7.69%)
USD |
OTCM |
Jun 14, 16:00
SolarWindow Technologies Max Drawdown (5Y): 99.94% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.94% |
April 30, 2024 | 99.94% |
March 31, 2024 | 99.94% |
February 29, 2024 | 99.94% |
January 31, 2024 | 99.94% |
December 31, 2023 | 99.94% |
November 30, 2023 | 99.94% |
October 31, 2023 | 99.94% |
September 30, 2023 | 99.94% |
August 31, 2023 | 99.94% |
July 31, 2023 | 99.94% |
June 30, 2023 | 99.94% |
May 31, 2023 | 99.85% |
April 30, 2023 | 99.85% |
March 31, 2023 | 99.77% |
February 28, 2023 | 98.36% |
January 31, 2023 | 98.36% |
December 31, 2022 | 97.79% |
November 30, 2022 | 94.92% |
October 31, 2022 | 94.92% |
September 30, 2022 | 94.92% |
August 31, 2022 | 94.92% |
July 31, 2022 | 94.92% |
June 30, 2022 | 94.92% |
May 31, 2022 | 92.72% |
Date | Value |
---|---|
April 30, 2022 | 92.72% |
March 31, 2022 | 92.72% |
February 28, 2022 | 91.96% |
January 31, 2022 | 90.69% |
December 31, 2021 | 90.69% |
November 30, 2021 | 88.98% |
October 31, 2021 | 88.98% |
September 30, 2021 | 88.98% |
August 31, 2021 | 87.61% |
July 31, 2021 | 87.61% |
June 30, 2021 | 87.61% |
May 31, 2021 | 87.61% |
April 30, 2021 | 87.61% |
March 31, 2021 | 87.61% |
February 28, 2021 | 87.61% |
January 31, 2021 | 87.61% |
December 31, 2020 | 87.61% |
November 30, 2020 | 87.61% |
October 31, 2020 | 87.61% |
September 30, 2020 | 87.61% |
August 31, 2020 | 87.61% |
July 31, 2020 | 87.61% |
June 30, 2020 | 87.61% |
May 31, 2020 | 87.61% |
April 30, 2020 | 87.61% |
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
85.07%
Minimum
Jun 2019
99.94%
Maximum
Jun 2023
92.06%
Average
89.83%
Median
Max Drawdown (5Y) Benchmarks
Alliant Energy Corp | 33.53% |
Otter Tail Corp | 41.50% |
Evergy Inc | 38.78% |
Advent Technologies Holdings Inc | 99.46% |
Verde Clean Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 34.56 |
Beta (5Y) | -5.169 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 1.49K% |
Historical Sharpe Ratio (5Y) | -0.0244 |
Historical Sortino (5Y) | -0.5244 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.82% |