Target Hospitality Corp (TH)
8.77
+0.18
(+2.10%)
USD |
NASDAQ |
Nov 21, 16:00
8.77
0.00 (0.00%)
After-Hours: 20:00
Target Hospitality Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Republic Services Inc | 34.02% |
| Avalon Holdings Corp | 88.49% |
| Compx International Inc | 43.85% |
| GEE Group Inc | 98.33% |
| Mastech Digital Inc | 74.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.25 |
| Beta (5Y) | 2.093 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.71% |
| Historical Sharpe Ratio (5Y) | 0.039 |
| Historical Sortino (5Y) | 0.0803 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.99% |