Teton Advisors Inc (TETAB)
13.50
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Teton Advisors Max Drawdown (5Y): 73.63% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 73.63% |
| April 30, 2024 | 73.63% |
| March 31, 2024 | 73.63% |
| February 29, 2024 | 73.63% |
| January 31, 2024 | 73.63% |
| December 31, 2023 | 73.63% |
| November 30, 2023 | 73.63% |
| October 31, 2023 | 73.63% |
| September 30, 2023 | 73.63% |
| August 31, 2023 | 73.63% |
| July 31, 2023 | 73.63% |
| June 30, 2023 | 73.63% |
| May 31, 2023 | 73.63% |
| April 30, 2023 | 73.63% |
| March 31, 2023 | 73.63% |
| February 28, 2023 | 73.63% |
| January 31, 2023 | 72.53% |
| December 31, 2022 | 72.53% |
| November 30, 2022 | 72.53% |
| October 31, 2022 | 72.53% |
| September 30, 2022 | 72.53% |
| August 31, 2022 | 72.53% |
| July 31, 2022 | 72.53% |
| June 30, 2022 | 72.53% |
| May 31, 2022 | 56.31% |
| Date | Value |
|---|---|
| April 30, 2022 | 56.31% |
| March 31, 2022 | 56.31% |
| February 28, 2022 | 56.31% |
| January 31, 2022 | 56.31% |
| December 31, 2021 | 56.31% |
| November 30, 2021 | 56.31% |
| October 31, 2021 | 56.31% |
| September 30, 2021 | 56.31% |
| August 31, 2021 | 56.31% |
| July 31, 2021 | 56.31% |
| June 30, 2021 | 56.31% |
| May 31, 2021 | 56.31% |
| April 30, 2021 | 44.26% |
| March 31, 2021 | 44.26% |
| February 28, 2021 | 44.26% |
| January 31, 2021 | 44.26% |
| December 31, 2020 | 36.26% |
| November 30, 2020 | 36.26% |
| October 31, 2020 | 36.26% |
| September 30, 2020 | 36.26% |
| August 31, 2020 | 36.26% |
| July 31, 2020 | 14.29% |
| June 30, 2020 | 14.29% |
| May 31, 2020 | 14.29% |
| April 30, 2020 | 14.29% |
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
1.05%
Minimum
Jun 2019
73.63%
Maximum
Feb 2023
49.93%
Average
56.31%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Diamond Hill Investment Group Inc | 57.66% |
| MidCap Financial Investment Corp | 67.60% |
| Gladstone Investment Corp | 56.30% |
| Golub Capital BDC Inc | 47.20% |
| Ashford Inc | 96.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.35 |
| Beta (5Y) | 0.1221 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.60% |
| Historical Sharpe Ratio (5Y) | -0.8577 |
| Historical Sortino (5Y) | -0.8753 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.61% |