1399 Internet Technology Application Group Inc (YSGG)
0.0007
0.00 (0.00%)
USD |
OTCM |
Sep 19, 16:00
1399 Internet Technology Application Group Max Drawdown (5Y): 99.99% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 99.99% |
| July 31, 2024 | 99.99% |
| June 30, 2024 | 99.99% |
| May 31, 2024 | 99.99% |
| April 30, 2024 | 99.99% |
| March 31, 2024 | 99.99% |
| February 29, 2024 | 99.99% |
| January 31, 2024 | 99.99% |
| December 31, 2023 | 99.99% |
| November 30, 2023 | 99.99% |
| October 31, 2023 | 99.99% |
| September 30, 2023 | 99.99% |
| August 31, 2023 | 99.99% |
| July 31, 2023 | 99.99% |
| June 30, 2023 | 98.51% |
| May 31, 2023 | 98.51% |
| April 30, 2023 | 98.51% |
| March 31, 2023 | 98.51% |
| February 28, 2023 | 98.51% |
| January 31, 2023 | 98.51% |
| December 31, 2022 | 98.51% |
| November 30, 2022 | 98.51% |
| October 31, 2022 | 98.51% |
| September 30, 2022 | 98.51% |
| August 31, 2022 | 98.51% |
| Date | Value |
|---|---|
| July 31, 2022 | 98.51% |
| June 30, 2022 | 95.37% |
| May 31, 2022 | 95.37% |
| April 30, 2022 | 95.37% |
| March 31, 2022 | 95.37% |
| February 28, 2022 | 95.37% |
| January 31, 2022 | 95.37% |
| December 31, 2021 | 95.37% |
| November 30, 2021 | 95.37% |
| October 31, 2021 | 95.37% |
| September 30, 2021 | 95.37% |
| August 31, 2021 | 95.37% |
| July 31, 2021 | 95.37% |
| June 30, 2021 | 95.37% |
| May 31, 2021 | 95.37% |
| April 30, 2021 | 95.37% |
| March 31, 2021 | 95.37% |
| February 28, 2021 | 92.14% |
| January 31, 2021 | 92.14% |
| December 31, 2020 | 92.14% |
| November 30, 2020 | 89.29% |
| October 31, 2020 | 89.29% |
| September 30, 2020 | 89.29% |
| August 31, 2020 | 89.29% |
| July 31, 2020 | 89.29% |
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
86.67%
Minimum
Feb 2020
99.99%
Maximum
Jul 2023
95.34%
Average
95.37%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Yong Bai Chao New Retail Corp | 99.92% |
| China Teletech Holding Inc | 99.78% |
| Trans Global Group Inc | 99.99% |
| World Financial Holding Group | 100.00% |
| Baiyu Holdings Inc | 99.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -88.74 |
| Beta (5Y) | 0.3826 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 263.6% |
| Historical Sharpe Ratio (5Y) | -0.3168 |
| Historical Sortino (5Y) | -0.9118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 63.67% |