Sparx Holdings Group Inc (SHGI)
0.01
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Sparx Holdings Group Max Drawdown (5Y): 99.08% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 99.08% |
August 31, 2024 | 99.08% |
July 31, 2024 | 99.08% |
June 30, 2024 | 99.08% |
May 31, 2024 | 99.08% |
April 30, 2024 | 99.08% |
March 31, 2024 | 99.08% |
February 29, 2024 | 99.08% |
January 31, 2024 | 99.08% |
December 31, 2023 | 99.17% |
November 30, 2023 | 99.67% |
October 31, 2023 | 99.67% |
September 30, 2023 | 99.67% |
August 31, 2023 | 99.67% |
July 31, 2023 | 99.85% |
June 30, 2023 | 99.85% |
May 31, 2023 | 99.85% |
April 30, 2023 | 99.85% |
March 31, 2023 | 99.85% |
February 28, 2023 | 99.85% |
January 31, 2023 | 99.85% |
December 31, 2022 | 99.85% |
November 30, 2022 | 99.85% |
October 31, 2022 | 99.85% |
September 30, 2022 | 99.85% |
Date | Value |
---|---|
August 31, 2022 | 99.86% |
July 31, 2022 | 99.87% |
June 30, 2022 | 99.87% |
May 31, 2022 | 99.87% |
April 30, 2022 | 99.87% |
March 31, 2022 | 99.89% |
February 28, 2022 | 99.89% |
January 31, 2022 | 99.89% |
December 31, 2021 | 99.89% |
November 30, 2021 | 99.89% |
October 31, 2021 | 99.89% |
September 30, 2021 | 99.89% |
August 31, 2021 | 99.89% |
July 31, 2021 | 99.89% |
June 30, 2021 | 99.89% |
May 31, 2021 | 99.89% |
April 30, 2021 | 99.89% |
March 31, 2021 | 99.89% |
February 28, 2021 | 99.89% |
January 31, 2021 | 99.89% |
December 31, 2020 | 99.89% |
November 30, 2020 | 99.89% |
October 31, 2020 | 99.89% |
September 30, 2020 | 99.89% |
August 31, 2020 | 99.89% |
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
99.08%
Minimum
Jan 2024
99.89%
Maximum
Nov 2019
99.73%
Average
99.87%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Aspen Aerogels Inc | 91.34% |
Beacon Roofing Supply Inc | 81.98% |
EVI Industries Inc | 83.32% |
DXP Enterprises Inc | 77.36% |
L.B. Foster Co | 77.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.02 |
Beta (5Y) | 1.006 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 291.7% |
Historical Sharpe Ratio (5Y) | 0.0093 |
Historical Sortino (5Y) | 0.0374 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 58.00% |