Safe & Green Holdings Corp (SGBX)
5.01
+0.44
(+9.63%)
USD |
NASDAQ |
May 10, 16:00
4.95
-0.06
(-1.20%)
After-Hours: 20:00
Safe & Green Holdings Max Drawdown (5Y): 99.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.33% |
March 31, 2024 | 99.33% |
February 29, 2024 | 99.33% |
January 31, 2024 | 99.33% |
December 31, 2023 | 99.33% |
November 30, 2023 | 99.33% |
October 31, 2023 | 99.33% |
September 30, 2023 | 99.33% |
August 31, 2023 | 99.33% |
July 31, 2023 | 99.33% |
June 30, 2023 | 99.33% |
May 31, 2023 | 99.33% |
April 30, 2023 | 99.33% |
March 31, 2023 | 99.33% |
February 28, 2023 | 99.08% |
January 31, 2023 | 99.05% |
December 31, 2022 | 99.05% |
November 30, 2022 | 98.97% |
October 31, 2022 | 98.93% |
September 30, 2022 | 98.93% |
August 31, 2022 | 98.93% |
July 31, 2022 | 98.93% |
June 30, 2022 | 98.93% |
May 31, 2022 | 98.93% |
April 30, 2022 | 98.93% |
Date | Value |
---|---|
March 31, 2022 | 98.93% |
February 28, 2022 | 98.93% |
January 31, 2022 | 98.93% |
December 31, 2021 | 98.93% |
November 30, 2021 | 98.93% |
October 31, 2021 | 98.93% |
September 30, 2021 | 98.93% |
August 31, 2021 | 98.93% |
July 31, 2021 | 98.93% |
June 30, 2021 | 98.93% |
May 31, 2021 | 98.93% |
April 30, 2021 | 98.93% |
March 31, 2021 | 98.93% |
February 28, 2021 | 98.93% |
January 31, 2021 | 98.93% |
December 31, 2020 | 98.93% |
November 30, 2020 | 98.93% |
October 31, 2020 | 98.93% |
September 30, 2020 | 98.93% |
August 31, 2020 | 98.93% |
July 31, 2020 | 98.93% |
June 30, 2020 | 98.93% |
May 31, 2020 | 98.93% |
April 30, 2020 | 98.93% |
March 31, 2020 | 98.93% |
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
88.65%
Minimum
May 2019
99.33%
Maximum
Mar 2023
98.16%
Average
98.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Techprecision Corp | 71.63% |
Ampco-Pittsburgh Corp | 89.56% |
Quanex Building Products Corp | 65.03% |
PGT Innovations Inc (DELISTED) | 72.56% |
Janus International Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.52 |
Beta (5Y) | -2.503 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 117.7% |
Historical Sharpe Ratio (5Y) | -0.5386 |
Historical Sortino (5Y) | -1.436 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.20% |