SPAR Group Inc (SGRP)
1.76
-0.01
(-0.56%)
USD |
NASDAQ |
Apr 24, 16:00
1.76
0.00 (0.00%)
After-Hours: 16:40
SPAR Group Max Drawdown (5Y): 73.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 73.26% |
February 29, 2024 | 73.26% |
January 31, 2024 | 73.26% |
December 31, 2023 | 73.26% |
November 30, 2023 | 74.44% |
October 31, 2023 | 75.36% |
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 78.03% |
July 31, 2020 | 78.03% |
June 30, 2020 | 78.03% |
May 31, 2020 | 78.03% |
April 30, 2020 | 78.03% |
March 31, 2020 | 78.03% |
February 29, 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
Dec 2023
78.03%
Maximum
Apr 2019
77.61%
Average
78.03%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.875 |
Beta (5Y) | 0.6937 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.29% |
Historical Sharpe Ratio (5Y) | 0.1276 |
Historical Sortino (5Y) | 0.225 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.56% |