Surge Components, Inc. (SPRS)
3.95
-0.05
(-1.25%)
USD |
OTCM |
Oct 05, 16:00
Surge Components Max Drawdown (5Y) : 49.37% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 49.37% |
| August 31, 2026 | 49.37% |
| July 31, 2026 | 49.37% |
| June 30, 2026 | 49.37% |
| May 31, 2026 | 49.37% |
| April 30, 2026 | 49.37% |
| March 31, 2026 | 49.37% |
| February 28, 2026 | 49.37% |
| January 31, 2026 | 49.37% |
| December 31, 2025 | 49.37% |
| November 30, 2025 | 49.37% |
| October 31, 2025 | 54.14% |
| September 30, 2025 | 63.31% |
| August 31, 2025 | 63.31% |
| July 31, 2025 | 67.46% |
| June 30, 2025 | 67.46% |
| May 31, 2025 | 67.46% |
| April 30, 2025 | 67.46% |
| March 31, 2025 | 67.46% |
| February 28, 2025 | 67.46% |
| January 31, 2025 | 67.46% |
| December 31, 2024 | 67.46% |
| November 30, 2024 | 67.46% |
| October 31, 2024 | 67.46% |
| September 30, 2024 | 67.46% |
| Date | Value |
|---|---|
| August 31, 2024 | 67.46% |
| July 31, 2024 | 67.46% |
| June 30, 2024 | 67.46% |
| May 31, 2024 | 67.46% |
| April 30, 2024 | 67.46% |
| March 31, 2024 | 67.46% |
| February 29, 2024 | 67.46% |
| January 31, 2024 | 67.46% |
| December 31, 2023 | 67.46% |
| November 30, 2023 | 67.46% |
| October 31, 2023 | 67.46% |
| September 30, 2023 | 67.46% |
| August 31, 2023 | 67.46% |
| July 31, 2023 | 67.46% |
| June 30, 2023 | 67.46% |
| May 31, 2023 | 67.46% |
| April 30, 2023 | 67.46% |
| March 31, 2023 | 67.46% |
| February 28, 2023 | 67.46% |
| January 31, 2023 | 67.46% |
| December 31, 2022 | 67.46% |
| November 30, 2022 | 67.46% |
| October 31, 2022 | 67.46% |
| September 30, 2022 | 67.46% |
| August 31, 2022 | 67.46% |
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
| Arrow Electronics, Inc. | 38.16% |
| Avnet, Inc. | 27.13% |
| EACO Corp. | 28.74% |
| Taitron Components, Inc. | -- |
| ScanSource, Inc. | 44.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.382 |
| Beta (5Y) | 0.3253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.64% |
| Historical Sharpe Ratio (5Y) | 0.1968 |
| Historical Sortino (5Y) | 0.3945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.21% |