Novaccess Global Inc (XSNX)
0.0065
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Novaccess Global Max Drawdown (5Y): 99.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.49% |
| March 31, 2024 | 99.19% |
| February 29, 2024 | 98.64% |
| January 31, 2024 | 98.64% |
| December 31, 2023 | 98.38% |
| November 30, 2023 | 98.18% |
| October 31, 2023 | 98.18% |
| September 30, 2023 | 98.18% |
| August 31, 2023 | 98.18% |
| July 31, 2023 | 98.18% |
| June 30, 2023 | 98.18% |
| May 31, 2023 | 98.18% |
| April 30, 2023 | 98.18% |
| March 31, 2023 | 98.18% |
| February 28, 2023 | 98.18% |
| January 31, 2023 | 98.18% |
| December 31, 2022 | 98.18% |
| November 30, 2022 | 98.18% |
| October 31, 2022 | 98.18% |
| September 30, 2022 | 98.37% |
| August 31, 2022 | 98.37% |
| July 31, 2022 | 98.37% |
| June 30, 2022 | 98.37% |
| May 31, 2022 | 98.37% |
| April 30, 2022 | 98.37% |
| Date | Value |
|---|---|
| March 31, 2022 | 98.37% |
| February 28, 2022 | 98.37% |
| January 31, 2022 | 98.37% |
| December 31, 2021 | 98.37% |
| November 30, 2021 | 98.37% |
| October 31, 2021 | 98.39% |
| September 30, 2021 | 98.55% |
| August 31, 2021 | 98.71% |
| July 31, 2021 | 98.71% |
| June 30, 2021 | 98.71% |
| May 31, 2021 | 98.71% |
| April 30, 2021 | 98.71% |
| March 31, 2021 | 98.71% |
| February 28, 2021 | 98.71% |
| January 31, 2021 | 98.71% |
| December 31, 2020 | 98.71% |
| November 30, 2020 | 98.71% |
| October 31, 2020 | 98.71% |
| September 30, 2020 | 98.71% |
| August 31, 2020 | 98.71% |
| July 31, 2020 | 98.71% |
| June 30, 2020 | 98.71% |
| May 31, 2020 | 98.71% |
| April 30, 2020 | 98.71% |
| March 31, 2020 | 98.71% |
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
98.18%
Minimum
Oct 2022
99.49%
Maximum
Apr 2024
98.53%
Average
98.68%
Median
Max Drawdown (5Y) Benchmarks
| CEL-SCI Corp | 96.13% |
| AIM ImmunoTech Inc | 99.76% |
| IGC Pharma Inc | 97.77% |
| NovaBay Pharmaceuticals Inc | 99.91% |
| Protalix BioTherapeutics Inc | 94.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -78.15 |
| Beta (5Y) | 1.54 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 145.8% |
| Historical Sharpe Ratio (5Y) | -0.4184 |
| Historical Sortino (5Y) | -1.107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.06% |