US Global Investors Inc (GROW)
2.46
-0.02
(-0.81%)
USD |
NASDAQ |
Nov 04, 16:00
2.47
+0.01
(+0.41%)
After-Hours: 20:00
US Global Investors Max Drawdown (5Y): 87.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 87.00% |
September 30, 2024 | 87.00% |
August 31, 2024 | 87.00% |
July 31, 2024 | 87.00% |
June 30, 2024 | 87.00% |
May 31, 2024 | 87.00% |
April 30, 2024 | 87.00% |
March 31, 2024 | 87.00% |
February 29, 2024 | 87.00% |
January 31, 2024 | 87.00% |
December 31, 2023 | 87.00% |
November 30, 2023 | 87.00% |
October 31, 2023 | 87.00% |
September 30, 2023 | 87.00% |
August 31, 2023 | 87.00% |
July 31, 2023 | 87.00% |
June 30, 2023 | 87.00% |
May 31, 2023 | 87.00% |
April 30, 2023 | 87.00% |
March 31, 2023 | 87.00% |
February 28, 2023 | 87.00% |
January 31, 2023 | 87.00% |
December 31, 2022 | 87.00% |
November 30, 2022 | 87.00% |
October 31, 2022 | 87.00% |
Date | Value |
---|---|
September 30, 2022 | 87.00% |
August 31, 2022 | 87.00% |
July 31, 2022 | 87.00% |
June 30, 2022 | 87.00% |
May 31, 2022 | 87.00% |
April 30, 2022 | 87.00% |
March 31, 2022 | 87.00% |
February 28, 2022 | 87.00% |
January 31, 2022 | 87.00% |
December 31, 2021 | 87.00% |
November 30, 2021 | 87.00% |
October 31, 2021 | 87.00% |
September 30, 2021 | 87.00% |
August 31, 2021 | 87.00% |
July 31, 2021 | 87.00% |
June 30, 2021 | 87.00% |
May 31, 2021 | 87.00% |
April 30, 2021 | 87.00% |
March 31, 2021 | 87.00% |
February 28, 2021 | 87.00% |
January 31, 2021 | 87.00% |
December 31, 2020 | 87.00% |
November 30, 2020 | 88.23% |
October 31, 2020 | 88.23% |
September 30, 2020 | 88.23% |
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
87.00%
Minimum
Dec 2020
88.23%
Maximum
Nov 2019
87.27%
Average
87.00%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Principal Financial Group Inc | 64.71% |
SEI Investments Co | 51.80% |
T. Rowe Price Group Inc | 57.02% |
B. Riley Financial Inc | 93.97% |
MARA Holdings Inc | 99.54% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.19 |
Beta (5Y) | 1.854 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.94% |
Historical Sharpe Ratio (5Y) | 0.1681 |
Historical Sortino (5Y) | 0.3696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.62% |