WidePoint Corp (WYY)
1.95
-0.03
(-1.52%)
USD |
NYAM |
Apr 19, 14:43
WidePoint Max Drawdown (5Y): 88.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 88.89% |
| February 29, 2024 | 88.89% |
| January 31, 2024 | 88.89% |
| December 31, 2023 | 88.89% |
| November 30, 2023 | 88.89% |
| October 31, 2023 | 88.89% |
| September 30, 2023 | 88.27% |
| August 31, 2023 | 88.20% |
| July 31, 2023 | 88.20% |
| June 30, 2023 | 88.20% |
| May 31, 2023 | 88.20% |
| April 30, 2023 | 87.85% |
| March 31, 2023 | 87.85% |
| February 28, 2023 | 87.85% |
| January 31, 2023 | 87.85% |
| December 31, 2022 | 87.85% |
| November 30, 2022 | 86.96% |
| October 31, 2022 | 86.96% |
| September 30, 2022 | 86.96% |
| August 31, 2022 | 86.45% |
| July 31, 2022 | 86.45% |
| June 30, 2022 | 86.45% |
| May 31, 2022 | 86.45% |
| April 30, 2022 | 86.45% |
| March 31, 2022 | 86.45% |
| Date | Value |
|---|---|
| February 28, 2022 | 86.45% |
| January 31, 2022 | 86.45% |
| December 31, 2021 | 86.45% |
| November 30, 2021 | 86.45% |
| October 31, 2021 | 86.45% |
| September 30, 2021 | 86.45% |
| August 31, 2021 | 86.45% |
| July 31, 2021 | 86.45% |
| June 30, 2021 | 86.45% |
| May 31, 2021 | 86.45% |
| April 30, 2021 | 86.45% |
| March 31, 2021 | 86.45% |
| February 28, 2021 | 86.45% |
| January 31, 2021 | 86.45% |
| December 31, 2020 | 86.45% |
| November 30, 2020 | 86.45% |
| October 31, 2020 | 86.45% |
| September 30, 2020 | 86.45% |
| August 31, 2020 | 86.45% |
| July 31, 2020 | 86.45% |
| June 30, 2020 | 86.45% |
| May 31, 2020 | 86.45% |
| April 30, 2020 | 86.45% |
| March 31, 2020 | 86.45% |
| February 29, 2020 | 86.45% |
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
82.44%
Minimum
Apr 2019
88.89%
Maximum
Oct 2023
86.69%
Average
86.45%
Median
Oct 2019
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| CDW Corp | 44.83% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.97 |
| Beta (5Y) | 1.327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.79% |
| Historical Sharpe Ratio (5Y) | -0.2014 |
| Historical Sortino (5Y) | -0.469 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.30% |