Trucept Inc (TREP)
0.035
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Trucept Max Drawdown (5Y): 92.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.97% |
| March 31, 2024 | 92.97% |
| February 29, 2024 | 92.97% |
| January 31, 2024 | 92.97% |
| December 31, 2023 | 92.97% |
| November 30, 2023 | 92.97% |
| October 31, 2023 | 92.97% |
| September 30, 2023 | 92.97% |
| August 31, 2023 | 92.97% |
| July 31, 2023 | 92.97% |
| June 30, 2023 | 92.97% |
| May 31, 2023 | 92.97% |
| April 30, 2023 | 92.97% |
| March 31, 2023 | 92.97% |
| February 28, 2023 | 92.97% |
| January 31, 2023 | 92.97% |
| December 31, 2022 | 93.69% |
| November 30, 2022 | 93.69% |
| October 31, 2022 | 93.69% |
| September 30, 2022 | 93.69% |
| August 31, 2022 | 93.69% |
| July 31, 2022 | 93.69% |
| June 30, 2022 | 93.69% |
| May 31, 2022 | 93.69% |
| April 30, 2022 | 93.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.69% |
| February 28, 2022 | 93.69% |
| January 31, 2022 | 93.69% |
| December 31, 2021 | 93.69% |
| November 30, 2021 | 93.69% |
| October 31, 2021 | 93.69% |
| September 30, 2021 | 93.69% |
| August 31, 2021 | 93.69% |
| July 31, 2021 | 93.69% |
| June 30, 2021 | 93.69% |
| May 31, 2021 | 93.69% |
| April 30, 2021 | 93.69% |
| March 31, 2021 | 94.59% |
| February 28, 2021 | 95.05% |
| January 31, 2021 | 96.33% |
| December 31, 2020 | 96.33% |
| November 30, 2020 | 96.33% |
| October 31, 2020 | 96.33% |
| September 30, 2020 | 96.33% |
| August 31, 2020 | 96.33% |
| July 31, 2020 | 96.33% |
| June 30, 2020 | 96.33% |
| May 31, 2020 | 98.41% |
| April 30, 2020 | 98.76% |
| March 31, 2020 | 99.00% |
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
92.97%
Minimum
Jan 2023
99.80%
Maximum
May 2019
95.13%
Average
93.69%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Barrett Business Services Inc | 69.53% |
| ManpowerGroup Inc | 60.15% |
| TrueBlue Inc | 68.19% |
| Insperity Inc | 81.72% |
| Hudson Global Inc | 77.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.01 |
| Beta (5Y) | 1.388 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 170.5% |
| Historical Sharpe Ratio (5Y) | 0.0027 |
| Historical Sortino (5Y) | 0.0117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.73% |