SPAR Group, Inc. (SGRP)
0.2875
0.00 (0.00%)
USD |
NASDAQ |
Aug 24, 16:00
SPAR Group Max Drawdown (5Y) : 90.32% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 90.32% |
| June 30, 2026 | 82.58% |
| May 31, 2026 | 82.58% |
| April 30, 2026 | 82.58% |
| March 31, 2026 | 78.94% |
| February 28, 2026 | 74.41% |
| January 31, 2026 | 74.14% |
| December 31, 2025 | 74.14% |
| November 30, 2025 | 70.37% |
| October 31, 2025 | 69.29% |
| September 30, 2025 | 69.29% |
| August 31, 2025 | 69.29% |
| July 31, 2025 | 69.29% |
| June 30, 2025 | 67.68% |
| May 31, 2025 | 69.28% |
| April 30, 2025 | 69.28% |
| March 31, 2025 | 69.28% |
| February 28, 2025 | 73.26% |
| January 31, 2025 | 73.26% |
| December 31, 2024 | 73.26% |
| November 30, 2024 | 73.26% |
| October 31, 2024 | 73.26% |
| September 30, 2024 | 73.26% |
| August 31, 2024 | 73.26% |
| July 31, 2024 | 73.26% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 78.03% |
| August 31, 2022 | 78.03% |
| July 31, 2022 | 78.03% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Beasley Broadcast Group, Inc. | 95.17% |
| Paramount Skydance Corp. | 89.93% |
| Emmis Corp. | 88.22% |
| Entravision Communications Corp. | 83.40% |
| Harte-Hanks, Inc. | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.65 |
| Beta (5Y) | 0.2372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.90% |
| Historical Sharpe Ratio (5Y) | -0.5638 |
| Historical Sortino (5Y) | -1.066 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.34% |