TSS Inc (TSSI)
0.829
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
TSS Max Drawdown (5Y): 84.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.66% |
| February 29, 2024 | 84.66% |
| January 31, 2024 | 84.66% |
| December 31, 2023 | 84.62% |
| November 30, 2023 | 84.62% |
| October 31, 2023 | 84.62% |
| September 30, 2023 | 84.62% |
| August 31, 2023 | 84.62% |
| July 31, 2023 | 84.62% |
| June 30, 2023 | 84.62% |
| May 31, 2023 | 84.62% |
| April 30, 2023 | 80.98% |
| March 31, 2023 | 76.69% |
| February 28, 2023 | 76.69% |
| January 31, 2023 | 76.69% |
| December 31, 2022 | 76.69% |
| November 30, 2022 | 76.69% |
| October 31, 2022 | 76.69% |
| September 30, 2022 | 76.69% |
| August 31, 2022 | 76.69% |
| July 31, 2022 | 76.69% |
| June 30, 2022 | 80.94% |
| May 31, 2022 | 82.11% |
| April 30, 2022 | 82.11% |
| March 31, 2022 | 82.11% |
| Date | Value |
|---|---|
| February 28, 2022 | 82.11% |
| January 31, 2022 | 84.27% |
| December 31, 2021 | 94.21% |
| November 30, 2021 | 95.24% |
| October 31, 2021 | 95.79% |
| September 30, 2021 | 95.79% |
| August 31, 2021 | 95.79% |
| July 31, 2021 | 95.79% |
| June 30, 2021 | 95.79% |
| May 31, 2021 | 95.79% |
| April 30, 2021 | 97.38% |
| March 31, 2021 | 97.38% |
| February 28, 2021 | 97.38% |
| January 31, 2021 | 97.38% |
| December 31, 2020 | 98.68% |
| November 30, 2020 | 98.68% |
| October 31, 2020 | 98.68% |
| September 30, 2020 | 98.68% |
| August 31, 2020 | 98.68% |
| July 31, 2020 | 98.68% |
| June 30, 2020 | 98.68% |
| May 31, 2020 | 98.68% |
| April 30, 2020 | 98.68% |
| March 31, 2020 | 98.68% |
| February 29, 2020 | 98.68% |
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
76.69%
Minimum
Jul 2022
98.68%
Maximum
May 2019
90.22%
Average
95.79%
Median
May 2021
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) | -13.72 |
| Beta (5Y) | 0.5701 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.47% |
| Historical Sharpe Ratio (5Y) | -0.096 |
| Historical Sortino (5Y) | -0.2118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.23% |