Truett-Hurst Inc (THST)
0.20
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Truett-Hurst Max Drawdown (5Y): 97.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.83% |
| March 31, 2024 | 97.83% |
| February 29, 2024 | 97.83% |
| January 31, 2024 | 97.83% |
| December 31, 2023 | 97.83% |
| November 30, 2023 | 96.96% |
| October 31, 2023 | 96.96% |
| September 30, 2023 | 96.96% |
| August 31, 2023 | 96.96% |
| July 31, 2023 | 96.96% |
| June 30, 2023 | 96.96% |
| May 31, 2023 | 96.96% |
| April 30, 2023 | 96.96% |
| March 31, 2023 | 96.96% |
| February 28, 2023 | 96.96% |
| January 31, 2023 | 96.96% |
| December 31, 2022 | 96.96% |
| November 30, 2022 | 90.18% |
| October 31, 2022 | 90.18% |
| September 30, 2022 | 90.18% |
| August 31, 2022 | 90.18% |
| July 31, 2022 | 90.18% |
| June 30, 2022 | 90.18% |
| May 31, 2022 | 90.18% |
| April 30, 2022 | 90.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.55% |
| February 28, 2022 | 89.55% |
| January 31, 2022 | 89.55% |
| December 31, 2021 | 89.55% |
| November 30, 2021 | 89.55% |
| October 31, 2021 | 89.55% |
| September 30, 2021 | 89.55% |
| August 31, 2021 | 89.55% |
| July 31, 2021 | 89.55% |
| June 30, 2021 | 89.55% |
| May 31, 2021 | 89.55% |
| April 30, 2021 | 89.55% |
| March 31, 2021 | 89.55% |
| February 28, 2021 | 89.55% |
| January 31, 2021 | 89.55% |
| December 31, 2020 | 89.55% |
| November 30, 2020 | 89.55% |
| October 31, 2020 | 89.55% |
| September 30, 2020 | 83.00% |
| August 31, 2020 | 86.16% |
| July 31, 2020 | 86.16% |
| June 30, 2020 | 86.16% |
| May 31, 2020 | 86.16% |
| April 30, 2020 | 86.16% |
| March 31, 2020 | 86.16% |
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
83.00%
Minimum
Sep 2020
97.83%
Maximum
Dec 2023
90.79%
Average
89.55%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| MGP Ingredients Inc | 76.52% |
| Willamette Valley Vineyards Inc | 76.33% |
| Splash Beverage Group Inc | 98.49% |
| Fresh Vine Wine Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.49 |
| Beta (5Y) | 0.2934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.89% |
| Historical Sharpe Ratio (5Y) | -0.3597 |
| Historical Sortino (5Y) | -0.6163 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.77% |