Target Hospitality Corp (TH)
11.20
-0.03
(-0.27%)
USD |
NASDAQ |
May 03, 16:00
10.94
-0.26
(-2.32%)
After-Hours: 20:00
Target Hospitality Max Drawdown (5Y): 92.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.35% |
March 31, 2024 | 92.35% |
February 29, 2024 | 92.35% |
January 31, 2024 | 92.35% |
December 31, 2023 | 92.35% |
November 30, 2023 | 92.35% |
October 31, 2023 | 92.35% |
September 30, 2023 | 92.35% |
August 31, 2023 | 92.35% |
July 31, 2023 | 92.35% |
June 30, 2023 | 92.35% |
May 31, 2023 | 92.35% |
April 30, 2023 | 92.35% |
March 31, 2023 | 92.35% |
February 28, 2023 | 92.35% |
January 31, 2023 | 92.35% |
December 31, 2022 | 92.35% |
November 30, 2022 | 92.35% |
October 31, 2022 | 92.35% |
September 30, 2022 | 92.35% |
August 31, 2022 | 92.35% |
July 31, 2022 | 92.35% |
June 30, 2022 | 92.35% |
May 31, 2022 | 92.35% |
April 30, 2022 | 92.35% |
Date | Value |
---|---|
March 31, 2022 | 92.35% |
February 28, 2022 | 92.35% |
January 31, 2022 | 92.35% |
December 31, 2021 | 92.35% |
November 30, 2021 | 92.35% |
October 31, 2021 | 92.35% |
September 30, 2021 | 92.35% |
August 31, 2021 | 92.35% |
July 31, 2021 | 92.35% |
June 30, 2021 | 92.35% |
May 31, 2021 | 92.35% |
April 30, 2021 | 92.35% |
March 31, 2021 | 92.35% |
February 28, 2021 | 92.35% |
January 31, 2021 | 92.35% |
December 31, 2020 | 92.35% |
November 30, 2020 | 92.35% |
October 31, 2020 | 92.35% |
September 30, 2020 | 89.10% |
August 31, 2020 | 88.37% |
July 31, 2020 | 88.37% |
June 30, 2020 | 88.37% |
May 31, 2020 | 88.37% |
April 30, 2020 | 88.37% |
March 31, 2020 | 88.37% |
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
7.32%
Minimum
May 2019
92.35%
Maximum
Oct 2020
83.89%
Average
92.35%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Avalon Holdings Corp | 88.49% |
Compx International Inc | 37.85% |
GEE Group Inc | 98.33% |
Mastech Digital Inc | 72.38% |
Universal Security Instruments Inc | 94.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.57 |
Beta (5Y) | 2.062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.81% |
Historical Sharpe Ratio (5Y) | -0.0061 |
Historical Sortino (5Y) | -0.0132 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.99% |