SPAR Group Inc (SGRP)

1.95 +0.10 (+5.41%) USD  |  NASDAQ  |  Dec 20, 16:00
1.95 0.00 (0.00%) After-Hours: 20:00
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SPAR Group Max Drawdown (5Y): 73.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
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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Cass Information Systems Inc 50.90%
Cintas Corp 48.38%
Resources Connection Inc 60.55%
Verisk Analytics Inc 30.87%
Lightbridge Corp 98.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.575
Beta (5Y) 0.6724
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 66.00%
Historical Sharpe Ratio (5Y) 0.1751
Historical Sortino (5Y) 0.3623
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.37%