ReposiTrak Inc (TRAK)
21.68
+0.82
(+3.91%)
USD |
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Nov 15, 16:00
21.68
0.00 (0.00%)
After-Hours: 19:38
ReposiTrak Max Drawdown (5Y): 78.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.97% |
| September 30, 2024 | 78.97% |
| August 31, 2024 | 78.97% |
| July 31, 2024 | 78.97% |
| June 30, 2024 | 78.97% |
| May 31, 2024 | 78.97% |
| April 30, 2024 | 78.97% |
| March 31, 2024 | 78.97% |
| February 29, 2024 | 78.97% |
| January 31, 2024 | 78.97% |
| December 31, 2023 | 78.97% |
| November 30, 2023 | 78.97% |
| October 31, 2023 | 78.97% |
| September 30, 2023 | 78.97% |
| August 31, 2023 | 78.97% |
| July 31, 2023 | 78.97% |
| June 30, 2023 | 78.97% |
| May 31, 2023 | 78.97% |
| April 30, 2023 | 78.97% |
| March 31, 2023 | 78.97% |
| February 28, 2023 | 78.97% |
| January 31, 2023 | 78.97% |
| December 31, 2022 | 78.97% |
| November 30, 2022 | 78.97% |
| October 31, 2022 | 78.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.97% |
| August 31, 2022 | 78.97% |
| July 31, 2022 | 78.97% |
| June 30, 2022 | 78.97% |
| May 31, 2022 | 78.97% |
| April 30, 2022 | 78.97% |
| March 31, 2022 | 78.97% |
| February 28, 2022 | 78.97% |
| January 31, 2022 | 78.97% |
| December 31, 2021 | 78.97% |
| November 30, 2021 | 78.97% |
| October 31, 2021 | 78.97% |
| September 30, 2021 | 78.97% |
| August 31, 2021 | 78.97% |
| July 31, 2021 | 78.97% |
| June 30, 2021 | 78.97% |
| May 31, 2021 | 78.97% |
| April 30, 2021 | 78.97% |
| March 31, 2021 | 78.97% |
| February 28, 2021 | 78.97% |
| January 31, 2021 | 78.97% |
| December 31, 2020 | 78.97% |
| November 30, 2020 | 78.97% |
| October 31, 2020 | 78.97% |
| September 30, 2020 | 78.97% |
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
73.56%
Minimum
Nov 2019
78.97%
Maximum
Mar 2020
78.61%
Average
78.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.64 |
| Beta (5Y) | 0.7837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.00% |
| Historical Sharpe Ratio (5Y) | 0.5574 |
| Historical Sortino (5Y) | 1.015 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.66% |