Conn's Inc (CONNQ)
0.00
USD |
OTCM |
Nov 21, 16:00
Conn's Max Drawdown (5Y): 99.97% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.97% |
| August 31, 2024 | 99.97% |
| July 31, 2024 | 98.97% |
| June 30, 2024 | 96.39% |
| May 31, 2024 | 92.34% |
| April 30, 2024 | 92.34% |
| March 31, 2024 | 92.34% |
| February 29, 2024 | 92.34% |
| January 31, 2024 | 92.34% |
| December 31, 2023 | 92.34% |
| November 30, 2023 | 92.34% |
| October 31, 2023 | 92.34% |
| September 30, 2023 | 92.34% |
| August 31, 2023 | 92.34% |
| July 31, 2023 | 92.34% |
| June 30, 2023 | 92.34% |
| May 31, 2023 | 92.34% |
| April 30, 2023 | 92.34% |
| March 31, 2023 | 92.34% |
| February 28, 2023 | 92.34% |
| January 31, 2023 | 92.34% |
| December 31, 2022 | 92.34% |
| November 30, 2022 | 92.34% |
| October 31, 2022 | 92.34% |
| September 30, 2022 | 92.34% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.34% |
| July 31, 2022 | 92.34% |
| June 30, 2022 | 92.34% |
| May 31, 2022 | 92.34% |
| April 30, 2022 | 92.34% |
| March 31, 2022 | 92.34% |
| February 28, 2022 | 92.34% |
| January 31, 2022 | 92.34% |
| December 31, 2021 | 92.34% |
| November 30, 2021 | 92.34% |
| October 31, 2021 | 92.34% |
| September 30, 2021 | 92.34% |
| August 31, 2021 | 92.34% |
| July 31, 2021 | 92.34% |
| June 30, 2021 | 92.34% |
| May 31, 2021 | 92.34% |
| April 30, 2021 | 92.34% |
| March 31, 2021 | 92.34% |
| February 28, 2021 | 92.34% |
| January 31, 2021 | 92.34% |
| December 31, 2020 | 92.34% |
| November 30, 2020 | 92.34% |
| October 31, 2020 | 92.34% |
| September 30, 2020 | 92.34% |
| August 31, 2020 | 92.34% |
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
91.65%
Minimum
Nov 2019
99.97%
Maximum
Aug 2024
92.73%
Average
92.34%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| hhgregg Inc | 100.00% |
| Best Buy Co Inc | 52.58% |
| GameStop Corp | 92.20% |
| Motos America Inc | 100.00% |
| Burned Media Ltd | 99.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -108.92 |
| Beta (5Y) | 2.189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.7% |
| Historical Sharpe Ratio (5Y) | -0.7848 |
| Historical Sortino (5Y) | -1.078 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 53.43% |