Spectrum Group International Inc (SPGZ)
21500.00
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Spectrum Group International Max Drawdown (5Y): 80.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.02% |
| February 29, 2024 | 80.02% |
| January 31, 2024 | 80.02% |
| December 31, 2023 | 80.02% |
| November 30, 2023 | 80.02% |
| October 31, 2023 | 80.02% |
| September 30, 2023 | 80.02% |
| August 31, 2023 | 80.02% |
| July 31, 2023 | 80.02% |
| June 30, 2023 | 80.02% |
| May 31, 2023 | 80.02% |
| April 30, 2023 | 80.02% |
| March 31, 2023 | 80.02% |
| February 28, 2023 | 80.02% |
| January 31, 2023 | 80.02% |
| December 31, 2022 | 80.02% |
| November 30, 2022 | 80.02% |
| October 31, 2022 | 80.02% |
| September 30, 2022 | 80.02% |
| August 31, 2022 | 80.02% |
| July 31, 2022 | 80.02% |
| June 30, 2022 | 80.02% |
| May 31, 2022 | 80.02% |
| April 30, 2022 | 80.02% |
| March 31, 2022 | 80.02% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.02% |
| January 31, 2022 | 80.02% |
| December 31, 2021 | 40.07% |
| November 30, 2021 | 29.69% |
| October 31, 2021 | 29.69% |
| September 30, 2021 | 29.69% |
| August 31, 2021 | 29.69% |
| July 31, 2021 | 29.69% |
| June 30, 2021 | 29.69% |
| May 31, 2021 | 29.69% |
| April 30, 2021 | 29.69% |
| March 31, 2021 | 29.69% |
| February 28, 2021 | 29.69% |
| January 31, 2021 | 29.69% |
| December 31, 2020 | 29.69% |
| November 30, 2020 | 29.69% |
| October 31, 2020 | 29.69% |
| September 30, 2020 | 29.69% |
| August 31, 2020 | 29.69% |
| July 31, 2020 | 29.69% |
| June 30, 2020 | 29.69% |
| May 31, 2020 | 29.69% |
| April 30, 2020 | 28.47% |
| March 31, 2020 | 22.79% |
| February 29, 2020 | 22.79% |
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
22.79%
Minimum
Apr 2019
80.02%
Maximum
Jan 2022
51.11%
Average
29.69%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Conn's Inc | 92.34% |
| America's Car-Mart Inc | 70.32% |
| Citi Trends Inc | 86.52% |
| Hibbett Inc | 83.57% |
| Envela Corp | 61.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.61 |
| Beta (5Y) | 0.2075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 137.1% |
| Historical Sharpe Ratio (5Y) | 0.1263 |
| Historical Sortino (5Y) | 0.4191 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.47% |