Intrepid Capital Corp (ITPC)
175.00
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Intrepid Capital Max Drawdown (5Y): 92.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.86% |
| March 31, 2024 | 92.86% |
| February 29, 2024 | 92.86% |
| January 31, 2024 | 92.86% |
| December 31, 2023 | 92.86% |
| November 30, 2023 | 92.86% |
| October 31, 2023 | 92.86% |
| September 30, 2023 | 92.86% |
| August 31, 2023 | 92.86% |
| July 31, 2023 | 92.86% |
| June 30, 2023 | 92.86% |
| May 31, 2023 | 92.86% |
| April 30, 2023 | 92.86% |
| March 31, 2023 | 92.86% |
| February 28, 2023 | 92.86% |
| January 31, 2023 | 92.86% |
| December 31, 2022 | 92.86% |
| November 30, 2022 | 92.86% |
| October 31, 2022 | 92.86% |
| September 30, 2022 | 92.86% |
| August 31, 2022 | 92.86% |
| July 31, 2022 | 92.86% |
| June 30, 2022 | 92.86% |
| May 31, 2022 | 92.86% |
| April 30, 2022 | 92.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.86% |
| February 28, 2022 | 92.86% |
| January 31, 2022 | 92.86% |
| December 31, 2021 | 92.86% |
| November 30, 2021 | 92.86% |
| October 31, 2021 | 92.86% |
| September 30, 2021 | 92.86% |
| August 31, 2021 | 92.86% |
| July 31, 2021 | 90.59% |
| June 30, 2021 | 90.59% |
| May 31, 2021 | 90.59% |
| April 30, 2021 | 90.59% |
| March 31, 2021 | 90.59% |
| February 28, 2021 | 90.59% |
| January 31, 2021 | 90.59% |
| December 31, 2020 | 90.59% |
| November 30, 2020 | 90.59% |
| October 31, 2020 | 90.59% |
| September 30, 2020 | 90.59% |
| August 31, 2020 | 90.59% |
| July 31, 2020 | 90.59% |
| June 30, 2020 | 90.59% |
| May 31, 2020 | 90.59% |
| April 30, 2020 | 90.59% |
| March 31, 2020 | 90.59% |
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
71.76%
Minimum
May 2019
92.86%
Maximum
Aug 2021
91.03%
Average
92.86%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| BlackRock Capital Investment Corp (DELISTED) | 76.01% |
| US Global Investors Inc | 87.00% |
| Principal Financial Group Inc | 64.71% |
| SEI Investments Co | 51.80% |
| T. Rowe Price Group Inc | 57.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.53 |
| Beta (5Y) | 0.5061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.89% |
| Historical Sharpe Ratio (5Y) | -0.337 |
| Historical Sortino (5Y) | -0.6253 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.96% |