Team Inc (TISI)
6.66
-0.46
(-6.46%)
USD |
NYSE |
May 01, 16:00
Team Max Drawdown (5Y): 98.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.42% |
| March 31, 2024 | 98.42% |
| February 29, 2024 | 98.42% |
| January 31, 2024 | 98.42% |
| December 31, 2023 | 98.42% |
| November 30, 2023 | 98.42% |
| October 31, 2023 | 98.42% |
| September 30, 2023 | 98.42% |
| August 31, 2023 | 98.42% |
| July 31, 2023 | 98.42% |
| June 30, 2023 | 98.42% |
| May 31, 2023 | 98.42% |
| April 30, 2023 | 97.97% |
| March 31, 2023 | 97.94% |
| February 28, 2023 | 97.94% |
| January 31, 2023 | 97.94% |
| December 31, 2022 | 97.94% |
| November 30, 2022 | 97.94% |
| October 31, 2022 | 97.94% |
| September 30, 2022 | 97.94% |
| August 31, 2022 | 97.94% |
| July 31, 2022 | 97.94% |
| June 30, 2022 | 97.94% |
| May 31, 2022 | 97.94% |
| April 30, 2022 | 97.94% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.94% |
| February 28, 2022 | 97.94% |
| January 31, 2022 | 97.94% |
| December 31, 2021 | 96.88% |
| November 30, 2021 | 96.12% |
| October 31, 2021 | 93.76% |
| September 30, 2021 | 92.33% |
| August 31, 2021 | 91.37% |
| July 31, 2021 | 91.37% |
| June 30, 2021 | 91.37% |
| May 31, 2021 | 91.37% |
| April 30, 2021 | 91.37% |
| March 31, 2021 | 91.37% |
| February 28, 2021 | 91.37% |
| January 31, 2021 | 91.37% |
| December 31, 2020 | 91.37% |
| November 30, 2020 | 91.37% |
| October 31, 2020 | 91.37% |
| September 30, 2020 | 91.37% |
| August 31, 2020 | 91.37% |
| July 31, 2020 | 91.37% |
| June 30, 2020 | 91.37% |
| May 31, 2020 | 91.37% |
| April 30, 2020 | 88.81% |
| March 31, 2020 | 87.91% |
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
77.53%
Minimum
May 2019
98.42%
Maximum
May 2023
92.36%
Average
94.94%
Median
Max Drawdown (5Y) Benchmarks
| Rosinbomb | 97.13% |
| Xometry Inc | -- |
| SP Plus Corp | 66.01% |
| Verra Mobility Corp | 65.65% |
| Mobile Infrastructure Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -68.90 |
| Beta (5Y) | 1.789 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.3% |
| Historical Sharpe Ratio (5Y) | -0.465 |
| Historical Sortino (5Y) | -1.061 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 41.87% |