Sprout Tiny Homes Inc (STHI)
0.0151
0.00 (0.00%)
USD |
OTCM |
Jun 03, 11:48
Sprout Tiny Homes Max Drawdown (5Y): 99.08% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 99.08% |
| April 30, 2024 | 99.08% |
| March 31, 2024 | 99.08% |
| February 29, 2024 | 99.08% |
| January 31, 2024 | 99.08% |
| December 31, 2023 | 99.08% |
| November 30, 2023 | 99.08% |
| October 31, 2023 | 99.08% |
| September 30, 2023 | 99.08% |
| August 31, 2023 | 99.08% |
| July 31, 2023 | 99.08% |
| June 30, 2023 | 99.08% |
| May 31, 2023 | 99.08% |
| April 30, 2023 | 99.08% |
| March 31, 2023 | 99.08% |
| February 28, 2023 | 99.08% |
| January 31, 2023 | 99.08% |
| December 31, 2022 | 99.08% |
| November 30, 2022 | 99.08% |
| October 31, 2022 | 99.08% |
| September 30, 2022 | 99.08% |
| August 31, 2022 | 99.08% |
| July 31, 2022 | 99.08% |
| June 30, 2022 | 99.08% |
| May 31, 2022 | 99.08% |
| Date | Value |
|---|---|
| April 30, 2022 | 99.08% |
| March 31, 2022 | 99.08% |
| February 28, 2022 | 99.08% |
| January 31, 2022 | 99.08% |
| December 31, 2021 | 99.08% |
| November 30, 2021 | 99.08% |
| October 31, 2021 | 99.89% |
| September 30, 2021 | 99.89% |
| August 31, 2021 | 99.89% |
| July 31, 2021 | 99.89% |
| June 30, 2021 | 99.89% |
| May 31, 2021 | 99.89% |
| April 30, 2021 | 99.89% |
| March 31, 2021 | 99.90% |
| February 28, 2021 | 99.90% |
| January 31, 2021 | 99.90% |
| December 31, 2020 | 99.90% |
| November 30, 2020 | 99.90% |
| October 31, 2020 | 99.90% |
| September 30, 2020 | 99.90% |
| August 31, 2020 | 99.90% |
| July 31, 2020 | 99.90% |
| June 30, 2020 | 99.90% |
| May 31, 2020 | 99.90% |
| April 30, 2020 | 99.90% |
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
99.08%
Minimum
Nov 2021
99.90%
Maximum
Jun 2019
99.48%
Average
99.08%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Beazer Homes USA Inc | 78.92% |
| M.D.C. Holdings Inc (DELISTED) | 63.63% |
| M/I Homes Inc | 79.57% |
| NVR Inc | 46.13% |
| Toll Brothers Inc | 73.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.32 |
| Beta (5Y) | -1.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 145.7% |
| Historical Sharpe Ratio (5Y) | -0.3608 |
| Historical Sortino (5Y) | -0.9571 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.80% |