TrueBlue Inc (TBI)
7.66
+0.06
(+0.79%)
USD |
NYSE |
Nov 04, 16:00
7.67
+0.01
(+0.13%)
Pre-Market: 20:00
TrueBlue Max Drawdown (5Y): 78.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.46% |
| September 30, 2024 | 77.85% |
| August 31, 2024 | 77.12% |
| July 31, 2024 | 72.10% |
| June 30, 2024 | 69.47% |
| May 31, 2024 | 68.19% |
| April 30, 2024 | 68.19% |
| March 31, 2024 | 67.30% |
| February 29, 2024 | 67.30% |
| January 31, 2024 | 67.30% |
| December 31, 2023 | 67.30% |
| November 30, 2023 | 67.30% |
| October 31, 2023 | 67.30% |
| September 30, 2023 | 61.50% |
| August 31, 2023 | 61.50% |
| July 31, 2023 | 61.50% |
| June 30, 2023 | 61.50% |
| May 31, 2023 | 61.50% |
| April 30, 2023 | 61.50% |
| March 31, 2023 | 61.50% |
| February 28, 2023 | 61.50% |
| January 31, 2023 | 61.50% |
| December 31, 2022 | 61.50% |
| November 30, 2022 | 61.50% |
| October 31, 2022 | 61.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.50% |
| August 31, 2022 | 61.50% |
| July 31, 2022 | 61.50% |
| June 30, 2022 | 61.50% |
| May 31, 2022 | 61.50% |
| April 30, 2022 | 61.50% |
| March 31, 2022 | 61.50% |
| February 28, 2022 | 61.50% |
| January 31, 2022 | 61.50% |
| December 31, 2021 | 61.50% |
| November 30, 2021 | 61.50% |
| October 31, 2021 | 61.50% |
| September 30, 2021 | 61.50% |
| August 31, 2021 | 61.50% |
| July 31, 2021 | 61.50% |
| June 30, 2021 | 61.50% |
| May 31, 2021 | 61.50% |
| April 30, 2021 | 61.50% |
| March 31, 2021 | 61.50% |
| February 28, 2021 | 61.50% |
| January 31, 2021 | 61.50% |
| December 31, 2020 | 61.50% |
| November 30, 2020 | 61.50% |
| October 31, 2020 | 61.50% |
| September 30, 2020 | 61.50% |
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
46.43%
Minimum
Nov 2019
78.46%
Maximum
Oct 2024
62.53%
Average
61.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Barrett Business Services Inc | 69.53% |
| ManpowerGroup Inc | 60.16% |
| Insperity Inc | 81.72% |
| Hudson Global Inc | 77.02% |
| Trinet Group Inc | 61.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.62 |
| Beta (5Y) | 1.489 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.13% |
| Historical Sharpe Ratio (5Y) | -0.5445 |
| Historical Sortino (5Y) | -0.8045 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.97% |