Track Group Inc (TRCK)
0.231
-0.04
(-14.96%)
USD |
OTCM |
May 22, 16:00
Track Group Max Drawdown (5Y): 98.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.90% |
March 31, 2024 | 98.90% |
February 29, 2024 | 98.90% |
January 31, 2024 | 98.90% |
December 31, 2023 | 98.90% |
November 30, 2023 | 98.90% |
October 31, 2023 | 98.90% |
September 30, 2023 | 98.90% |
August 31, 2023 | 98.90% |
July 31, 2023 | 98.90% |
June 30, 2023 | 98.90% |
May 31, 2023 | 98.90% |
April 30, 2023 | 98.90% |
March 31, 2023 | 98.90% |
February 28, 2023 | 98.90% |
January 31, 2023 | 98.90% |
December 31, 2022 | 98.90% |
November 30, 2022 | 98.90% |
October 31, 2022 | 98.90% |
September 30, 2022 | 98.90% |
August 31, 2022 | 98.90% |
July 31, 2022 | 98.90% |
June 30, 2022 | 98.90% |
May 31, 2022 | 98.90% |
April 30, 2022 | 98.90% |
Date | Value |
---|---|
March 31, 2022 | 98.90% |
February 28, 2022 | 98.90% |
January 31, 2022 | 98.90% |
December 31, 2021 | 98.90% |
November 30, 2021 | 98.90% |
October 31, 2021 | 98.90% |
September 30, 2021 | 98.90% |
August 31, 2021 | 98.90% |
July 31, 2021 | 98.90% |
June 30, 2021 | 98.90% |
May 31, 2021 | 98.90% |
April 30, 2021 | 98.90% |
March 31, 2021 | 98.90% |
February 28, 2021 | 98.90% |
January 31, 2021 | 98.90% |
December 31, 2020 | 98.90% |
November 30, 2020 | 98.90% |
October 31, 2020 | 98.90% |
September 30, 2020 | 98.90% |
August 31, 2020 | 98.90% |
July 31, 2020 | 98.90% |
June 30, 2020 | 98.90% |
May 31, 2020 | 98.90% |
April 30, 2020 | 98.90% |
March 31, 2020 | 98.90% |
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
97.43%
Minimum
May 2019
98.90%
Maximum
Mar 2020
98.65%
Average
98.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Genasys Inc | 81.10% |
MIND Technology Inc | 91.19% |
Sobr Safe Inc | 98.61% |
Cepton Inc | -- |
AERWINS Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.36 |
Beta (5Y) | 1.292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 123.1% |
Historical Sharpe Ratio (5Y) | -0.0972 |
Historical Sortino (5Y) | -0.2636 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.69% |