Sparx Holdings Group Inc (SHGI)
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OTCM |
Nov 05, 14:46
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 | 77.28% |
| 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% |