TGI Solar Power Group Inc (TSPG)
0.002
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
TGI Solar Power Group Max Drawdown (5Y): 97.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.77% |
| February 29, 2024 | 97.77% |
| January 31, 2024 | 96.66% |
| December 31, 2023 | 96.66% |
| November 30, 2023 | 96.66% |
| October 31, 2023 | 96.66% |
| September 30, 2023 | 96.66% |
| August 31, 2023 | 96.66% |
| July 31, 2023 | 95.54% |
| June 30, 2023 | 95.54% |
| May 31, 2023 | 95.54% |
| April 30, 2023 | 95.54% |
| March 31, 2023 | 95.54% |
| February 28, 2023 | 95.54% |
| January 31, 2023 | 95.54% |
| December 31, 2022 | 95.54% |
| November 30, 2022 | 94.43% |
| October 31, 2022 | 93.57% |
| September 30, 2022 | 92.06% |
| August 31, 2022 | 91.92% |
| July 31, 2022 | 91.92% |
| June 30, 2022 | 91.92% |
| May 31, 2022 | 91.36% |
| April 30, 2022 | 91.36% |
| March 31, 2022 | 91.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.36% |
| January 31, 2022 | 89.29% |
| December 31, 2021 | 89.29% |
| November 30, 2021 | 89.29% |
| October 31, 2021 | 89.29% |
| September 30, 2021 | 89.29% |
| August 31, 2021 | 89.29% |
| July 31, 2021 | 89.29% |
| June 30, 2021 | 89.29% |
| May 31, 2021 | 89.29% |
| April 30, 2021 | 89.29% |
| March 31, 2021 | 89.29% |
| February 28, 2021 | 89.29% |
| January 31, 2021 | 93.48% |
| December 31, 2020 | 94.57% |
| November 30, 2020 | 96.97% |
| October 31, 2020 | 97.69% |
| September 30, 2020 | 97.69% |
| August 31, 2020 | 97.69% |
| July 31, 2020 | 97.69% |
| June 30, 2020 | 98.46% |
| May 31, 2020 | 99.23% |
| April 30, 2020 | 99.23% |
| March 31, 2020 | 99.23% |
| February 29, 2020 | 99.23% |
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
89.29%
Minimum
Feb 2021
99.58%
Maximum
Apr 2019
94.99%
Average
95.54%
Median
Dec 2022
Max Drawdown (5Y) Benchmarks
| Allient Inc | 63.11% |
| Data I/O Corp | 84.25% |
| LGL Group Inc | 73.75% |
| Vuzix Corp | 96.04% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.34 |
| Beta (5Y) | 2.232 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 293.4% |
| Historical Sharpe Ratio (5Y) | 0.0641 |
| Historical Sortino (5Y) | 0.381 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.85% |