Safe & Green Holdings Corp (SGBX)
0.513
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
0.501
-0.01
(-2.34%)
Pre-Market: 20:00
Safe & Green Holdings Max Drawdown (5Y): 99.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.38% |
| September 30, 2024 | 99.38% |
| August 31, 2024 | 99.38% |
| July 31, 2024 | 99.34% |
| June 30, 2024 | 99.34% |
| May 31, 2024 | 99.34% |
| April 30, 2024 | 99.34% |
| March 31, 2024 | 99.34% |
| February 29, 2024 | 99.34% |
| January 31, 2024 | 99.34% |
| December 31, 2023 | 99.34% |
| November 30, 2023 | 99.34% |
| October 31, 2023 | 99.34% |
| September 30, 2023 | 99.34% |
| August 31, 2023 | 99.34% |
| July 31, 2023 | 99.34% |
| June 30, 2023 | 99.34% |
| May 31, 2023 | 99.33% |
| April 30, 2023 | 99.33% |
| March 31, 2023 | 99.33% |
| February 28, 2023 | 99.13% |
| January 31, 2023 | 99.13% |
| December 31, 2022 | 99.13% |
| November 30, 2022 | 99.06% |
| October 31, 2022 | 98.93% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
96.54%
Minimum
Nov 2019
99.38%
Maximum
Aug 2024
99.00%
Average
98.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -29.12 |
| Beta (5Y) | -2.703 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.0% |
| Historical Sharpe Ratio (5Y) | -0.5334 |
| Historical Sortino (5Y) | -1.434 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.63% |