Safe & Green Holdings Corp (SGBX)

0.4405 +0.02 (+3.87%) USD  |  NASDAQ  |  Dec 24, 16:00
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Safe & Green Holdings Max Drawdown (5Y): 99.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Techprecision Corp 71.63%
Ampco-Pittsburgh Corp 91.36%
Quanex Building Products Corp 65.03%
Mestek Inc 45.00%
Janus International Group Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -27.43
Beta (5Y) -2.746
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 121.3%
Historical Sharpe Ratio (5Y) -0.5286
Historical Sortino (5Y) -1.364
Monthly Value at Risk (VaR) 5% (5Y Lookback) 41.79%