ReposiTrak Inc (TRAK)
15.71
+0.13
(+0.83%)
USD |
NYSE |
May 02, 10:38
ReposiTrak Max Drawdown (5Y): 78.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.97% |
March 31, 2024 | 78.97% |
February 29, 2024 | 78.97% |
January 31, 2024 | 78.97% |
December 31, 2023 | 78.97% |
November 30, 2023 | 78.97% |
October 31, 2023 | 78.97% |
September 30, 2023 | 78.97% |
August 31, 2023 | 78.97% |
July 31, 2023 | 78.97% |
June 30, 2023 | 78.97% |
May 31, 2023 | 78.97% |
April 30, 2023 | 78.97% |
March 31, 2023 | 78.97% |
February 28, 2023 | 78.97% |
January 31, 2023 | 78.97% |
December 31, 2022 | 78.97% |
November 30, 2022 | 78.97% |
October 31, 2022 | 78.97% |
September 30, 2022 | 78.97% |
August 31, 2022 | 78.97% |
July 31, 2022 | 78.97% |
June 30, 2022 | 78.97% |
May 31, 2022 | 78.97% |
April 30, 2022 | 78.97% |
Date | Value |
---|---|
March 31, 2022 | 78.97% |
February 28, 2022 | 78.97% |
January 31, 2022 | 78.97% |
December 31, 2021 | 78.97% |
November 30, 2021 | 78.97% |
October 31, 2021 | 78.97% |
September 30, 2021 | 78.97% |
August 31, 2021 | 78.97% |
July 31, 2021 | 78.97% |
June 30, 2021 | 78.97% |
May 31, 2021 | 78.97% |
April 30, 2021 | 78.97% |
March 31, 2021 | 78.97% |
February 28, 2021 | 78.97% |
January 31, 2021 | 78.97% |
December 31, 2020 | 78.97% |
November 30, 2020 | 78.97% |
October 31, 2020 | 78.97% |
September 30, 2020 | 78.97% |
August 31, 2020 | 78.97% |
July 31, 2020 | 78.97% |
June 30, 2020 | 78.97% |
May 31, 2020 | 78.97% |
April 30, 2020 | 78.97% |
March 31, 2020 | 78.97% |
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
69.54%
Minimum
May 2019
78.97%
Maximum
Mar 2020
77.76%
Average
78.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CSP Inc | 70.02% |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Data Storage Corp | 95.10% |
Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.822 |
Beta (5Y) | 0.8851 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.84% |
Historical Sharpe Ratio (5Y) | 0.2746 |
Historical Sortino (5Y) | 0.5285 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.01% |