SPAR Group Inc (SGRP)
2.25
+0.03
(+1.35%)
USD |
NASDAQ |
Nov 21, 16:00
2.29
+0.04
(+1.78%)
After-Hours: 20:00
SPAR Group Max Drawdown (5Y): 73.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.26% |
| September 30, 2024 | 73.26% |
| August 31, 2024 | 73.26% |
| July 31, 2024 | 73.26% |
| June 30, 2024 | 73.26% |
| May 31, 2024 | 73.26% |
| April 30, 2024 | 73.26% |
| March 31, 2024 | 73.26% |
| February 29, 2024 | 73.26% |
| January 31, 2024 | 74.44% |
| December 31, 2023 | 75.96% |
| November 30, 2023 | 78.03% |
| October 31, 2023 | 78.03% |
| September 30, 2023 | 78.03% |
| August 31, 2023 | 78.03% |
| July 31, 2023 | 78.03% |
| June 30, 2023 | 78.03% |
| May 31, 2023 | 78.03% |
| April 30, 2023 | 78.03% |
| March 31, 2023 | 78.03% |
| February 28, 2023 | 78.03% |
| January 31, 2023 | 78.03% |
| December 31, 2022 | 78.03% |
| November 30, 2022 | 78.03% |
| October 31, 2022 | 78.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.03% |
| August 31, 2022 | 78.03% |
| July 31, 2022 | 78.03% |
| June 30, 2022 | 78.03% |
| May 31, 2022 | 78.03% |
| April 30, 2022 | 78.03% |
| March 31, 2022 | 78.03% |
| February 28, 2022 | 78.03% |
| January 31, 2022 | 78.03% |
| December 31, 2021 | 78.03% |
| November 30, 2021 | 78.03% |
| October 31, 2021 | 78.03% |
| September 30, 2021 | 78.03% |
| August 31, 2021 | 78.03% |
| July 31, 2021 | 78.03% |
| June 30, 2021 | 78.03% |
| May 31, 2021 | 78.03% |
| April 30, 2021 | 78.03% |
| March 31, 2021 | 78.03% |
| February 28, 2021 | 78.03% |
| January 31, 2021 | 78.03% |
| December 31, 2020 | 78.03% |
| November 30, 2020 | 78.03% |
| October 31, 2020 | 78.03% |
| September 30, 2020 | 78.03% |
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
73.26%
Minimum
Feb 2024
78.03%
Maximum
Nov 2019
77.22%
Average
78.03%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Resources Connection Inc | 60.11% |
| Verisk Analytics Inc | 30.87% |
| Lightbridge Corp | 98.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.668 |
| Beta (5Y) | 0.7065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.98% |
| Historical Sharpe Ratio (5Y) | 0.209 |
| Historical Sortino (5Y) | 0.4303 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.37% |