Triller Group Inc (ILLR)
3.75
-0.05
(-1.32%)
USD |
NASDAQ |
Nov 25, 10:45
Triller Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Value Exchange International Inc | 97.22% |
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.36 |
| Beta (5Y) | -1.425 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 303.3% |
| Historical Sharpe Ratio (5Y) | -0.1014 |
| Historical Sortino (5Y) | -0.4916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.90% |