Tecogen Inc (TGEN)
0.661
-0.02
(-2.77%)
USD |
OTCM |
Apr 17, 13:48
Tecogen Max Drawdown (5Y): 88.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 88.76% |
February 29, 2024 | 88.76% |
January 31, 2024 | 88.76% |
December 31, 2023 | 88.76% |
November 30, 2023 | 88.76% |
October 31, 2023 | 88.76% |
September 30, 2023 | 88.76% |
August 31, 2023 | 88.76% |
July 31, 2023 | 88.76% |
June 30, 2023 | 88.76% |
May 31, 2023 | 88.76% |
April 30, 2023 | 88.76% |
March 31, 2023 | 88.76% |
February 28, 2023 | 88.76% |
January 31, 2023 | 88.76% |
December 31, 2022 | 89.23% |
November 30, 2022 | 89.42% |
October 31, 2022 | 89.42% |
September 30, 2022 | 89.42% |
August 31, 2022 | 89.42% |
July 31, 2022 | 89.42% |
June 30, 2022 | 89.42% |
May 31, 2022 | 89.42% |
April 30, 2022 | 89.42% |
March 31, 2022 | 89.42% |
Date | Value |
---|---|
February 28, 2022 | 89.42% |
January 31, 2022 | 89.42% |
December 31, 2021 | 89.42% |
November 30, 2021 | 89.42% |
October 31, 2021 | 89.42% |
September 30, 2021 | 89.42% |
August 31, 2021 | 89.42% |
July 31, 2021 | 89.42% |
June 30, 2021 | 89.42% |
May 31, 2021 | 89.42% |
April 30, 2021 | 89.42% |
March 31, 2021 | 89.42% |
February 28, 2021 | 89.42% |
January 31, 2021 | 89.42% |
December 31, 2020 | 89.42% |
November 30, 2020 | 89.42% |
October 31, 2020 | 89.42% |
September 30, 2020 | 89.42% |
August 31, 2020 | 89.42% |
July 31, 2020 | 89.42% |
June 30, 2020 | 89.42% |
May 31, 2020 | 89.42% |
April 30, 2020 | 89.42% |
March 31, 2020 | 89.42% |
February 29, 2020 | 89.42% |
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
88.76%
Minimum
Jan 2023
89.42%
Maximum
Apr 2019
89.25%
Average
89.42%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Advanced Energy Industries Inc | 62.28% |
Plug Power Inc | 96.69% |
Ultralife Corp | 67.97% |
Ideal Power Inc | 98.32% |
Enovix Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -45.74 |
Beta (5Y) | 1.099 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.11% |
Historical Sharpe Ratio (5Y) | -0.5595 |
Historical Sortino (5Y) | -0.9883 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.08% |