Track Data Corp (TRAC)
20.00
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Track Data Max Drawdown (5Y): 89.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 89.14% |
March 31, 2024 | 89.14% |
February 29, 2024 | 89.14% |
January 31, 2024 | 89.14% |
December 31, 2023 | 89.14% |
November 30, 2023 | 89.14% |
October 31, 2023 | 89.14% |
September 30, 2023 | 89.14% |
August 31, 2023 | 89.14% |
July 31, 2023 | 89.14% |
June 30, 2023 | 89.14% |
May 31, 2023 | 89.14% |
April 30, 2023 | 89.14% |
March 31, 2023 | 89.14% |
February 28, 2023 | 89.14% |
January 31, 2023 | 89.14% |
December 31, 2022 | 89.14% |
November 30, 2022 | 89.14% |
October 31, 2022 | 89.14% |
September 30, 2022 | 89.14% |
August 31, 2022 | 89.14% |
July 31, 2022 | 89.14% |
June 30, 2022 | 89.14% |
May 31, 2022 | 89.14% |
April 30, 2022 | 89.14% |
Date | Value |
---|---|
March 31, 2022 | 89.14% |
February 28, 2022 | 89.14% |
January 31, 2022 | 89.14% |
December 31, 2021 | 89.14% |
November 30, 2021 | 89.14% |
October 31, 2021 | 89.14% |
September 30, 2021 | 89.14% |
August 31, 2021 | 89.14% |
July 31, 2021 | 89.14% |
June 30, 2021 | 89.14% |
May 31, 2021 | 89.14% |
April 30, 2021 | 89.14% |
March 31, 2021 | 89.14% |
February 28, 2021 | 89.14% |
January 31, 2021 | 89.14% |
December 31, 2020 | 89.14% |
November 30, 2020 | 89.14% |
October 31, 2020 | 89.14% |
September 30, 2020 | 89.14% |
August 31, 2020 | 89.14% |
July 31, 2020 | 89.14% |
June 30, 2020 | 89.14% |
May 31, 2020 | 89.14% |
April 30, 2020 | 89.14% |
March 31, 2020 | 89.14% |
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
88.00%
Minimum
May 2019
89.14%
Maximum
Dec 2019
89.03%
Average
89.14%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
Encore Capital Group Inc | 65.70% |
DVL Inc | 74.19% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Income Opportunity Realty Investors Inc | 44.53% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.28 |
Beta (5Y) | 0.0148 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 148.9% |
Historical Sharpe Ratio (5Y) | -0.0814 |
Historical Sortino (5Y) | -0.2951 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.00% |