BGSF Inc (BGSF)
9.13
+0.13
(+1.44%)
USD |
NYSE |
May 07, 13:04
BGSF Max Drawdown (5Y): 77.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.15% |
March 31, 2024 | 77.15% |
February 29, 2024 | 77.15% |
January 31, 2024 | 77.15% |
December 31, 2023 | 77.15% |
November 30, 2023 | 77.15% |
October 31, 2023 | 77.15% |
September 30, 2023 | 77.15% |
August 31, 2023 | 77.15% |
July 31, 2023 | 77.15% |
June 30, 2023 | 77.15% |
May 31, 2023 | 77.15% |
April 30, 2023 | 77.15% |
March 31, 2023 | 77.15% |
February 28, 2023 | 77.15% |
January 31, 2023 | 77.15% |
December 31, 2022 | 77.15% |
November 30, 2022 | 77.15% |
October 31, 2022 | 77.15% |
September 30, 2022 | 77.15% |
August 31, 2022 | 77.15% |
July 31, 2022 | 77.15% |
June 30, 2022 | 77.15% |
May 31, 2022 | 77.15% |
April 30, 2022 | 77.15% |
Date | Value |
---|---|
March 31, 2022 | 77.15% |
February 28, 2022 | 77.15% |
January 31, 2022 | 77.15% |
December 31, 2021 | 77.15% |
November 30, 2021 | 77.15% |
October 31, 2021 | 77.15% |
September 30, 2021 | 77.15% |
August 31, 2021 | 77.15% |
July 31, 2021 | 77.15% |
June 30, 2021 | 77.15% |
May 31, 2021 | 77.15% |
April 30, 2021 | 77.15% |
March 31, 2021 | 77.15% |
February 28, 2021 | 77.15% |
January 31, 2021 | 77.15% |
December 31, 2020 | 77.15% |
November 30, 2020 | 77.15% |
October 31, 2020 | 77.15% |
September 30, 2020 | 77.15% |
August 31, 2020 | 77.15% |
July 31, 2020 | 77.15% |
June 30, 2020 | 77.15% |
May 31, 2020 | 77.15% |
April 30, 2020 | 77.15% |
March 31, 2020 | 75.62% |
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
43.19%
Minimum
May 2019
77.15%
Maximum
Apr 2020
71.46%
Average
77.15%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Heidrick & Struggles International Inc | 57.86% |
GEE Group Inc | 98.33% |
Kelly Services Inc | 66.08% |
Mastech Digital Inc | 72.38% |
HireQuest Inc | 57.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.54 |
Beta (5Y) | 1.712 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.68% |
Historical Sharpe Ratio (5Y) | -0.3452 |
Historical Sortino (5Y) | -0.462 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.11% |