Track Data Corp (TRAC)
20.00
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Track Data Max Drawdown (5Y): 89.14% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 89.14% |
| August 31, 2024 | 89.14% |
| July 31, 2024 | 89.14% |
| June 30, 2024 | 89.14% |
| May 31, 2024 | 89.14% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
88.57%
Minimum
Nov 2019
89.14%
Maximum
Dec 2019
89.13%
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% |
| The Marygold Companies Inc | 83.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.066 |
| Beta (5Y) | 0.0258 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 147.7% |
| Historical Sharpe Ratio (5Y) | -0.0455 |
| Historical Sortino (5Y) | -0.1808 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.52% |