Tracker Financial Group Ltd (TFGL)
0.54
0.00 (0.00%)
USD |
OTCM |
Oct 04, 16:00
Tracker Financial Group Max Drawdown (5Y): 96.75% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 96.75% |
August 31, 2024 | 96.75% |
July 31, 2024 | 96.75% |
June 30, 2024 | 96.75% |
May 31, 2024 | 96.75% |
April 30, 2024 | 96.75% |
March 31, 2024 | 96.75% |
February 29, 2024 | 96.75% |
January 31, 2024 | 96.75% |
December 31, 2023 | 97.06% |
November 30, 2023 | 98.82% |
October 31, 2023 | 98.82% |
September 30, 2023 | 98.82% |
August 31, 2023 | 98.82% |
July 31, 2023 | 98.82% |
June 30, 2023 | 98.82% |
May 31, 2023 | 98.82% |
April 30, 2023 | 98.82% |
March 31, 2023 | 98.82% |
February 28, 2023 | 98.82% |
January 31, 2023 | 98.82% |
December 31, 2022 | 98.82% |
November 30, 2022 | 98.82% |
October 31, 2022 | 98.82% |
September 30, 2022 | 98.82% |
Date | Value |
---|---|
August 31, 2022 | 98.82% |
July 31, 2022 | 98.82% |
June 30, 2022 | 98.82% |
May 31, 2022 | 98.82% |
April 30, 2022 | 98.82% |
March 31, 2022 | 98.82% |
February 28, 2022 | 98.82% |
January 31, 2022 | 98.82% |
December 31, 2021 | 98.82% |
November 30, 2021 | 98.82% |
October 31, 2021 | 98.82% |
September 30, 2021 | 98.82% |
August 31, 2021 | 98.82% |
July 31, 2021 | 98.82% |
June 30, 2021 | 98.82% |
May 31, 2021 | 98.82% |
April 30, 2021 | 98.82% |
March 31, 2021 | 98.96% |
February 28, 2021 | 98.96% |
January 31, 2021 | 99.12% |
December 31, 2020 | 99.12% |
November 30, 2020 | 99.12% |
October 31, 2020 | 99.12% |
September 30, 2020 | 99.12% |
August 31, 2020 | 99.12% |
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
96.75%
Minimum
Jan 2024
99.62%
Maximum
Oct 2019
98.58%
Average
98.82%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Fidelity Holding Corp | 100.00% |
Trip Technologies Inc | 99.96% |
Pacific Vegas Global Strategies Inc | 99.99% |
Pacific Conquest Holdings Inc | 100.0% |
TransAKT Ltd | 99.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.098 |
Beta (5Y) | 1.212 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 390.0% |
Historical Sharpe Ratio (5Y) | 0.0504 |
Historical Sortino (5Y) | 0.2432 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 54.40% |