TROOPS Inc (TROO)
1.73
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
TROOPS Max Drawdown (5Y): 95.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.10% |
| September 30, 2024 | 95.10% |
| August 31, 2024 | 95.10% |
| July 31, 2024 | 95.10% |
| June 30, 2024 | 95.10% |
| May 31, 2024 | 95.10% |
| April 30, 2024 | 95.10% |
| March 31, 2024 | 95.10% |
| February 29, 2024 | 95.10% |
| January 31, 2024 | 95.10% |
| December 31, 2023 | 95.10% |
| November 30, 2023 | 95.10% |
| October 31, 2023 | 96.68% |
| September 30, 2023 | 96.68% |
| August 31, 2023 | 96.68% |
| July 31, 2023 | 96.68% |
| June 30, 2023 | 96.68% |
| May 31, 2023 | 96.68% |
| April 30, 2023 | 96.68% |
| March 31, 2023 | 96.68% |
| February 28, 2023 | 96.68% |
| January 31, 2023 | 96.68% |
| December 31, 2022 | 96.68% |
| November 30, 2022 | 96.68% |
| October 31, 2022 | 96.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.68% |
| August 31, 2022 | 96.68% |
| July 31, 2022 | 96.68% |
| June 30, 2022 | 96.68% |
| May 31, 2022 | 96.68% |
| April 30, 2022 | 96.68% |
| March 31, 2022 | 96.68% |
| February 28, 2022 | 96.68% |
| January 31, 2022 | 96.68% |
| December 31, 2021 | 96.68% |
| November 30, 2021 | 96.68% |
| October 31, 2021 | 96.68% |
| September 30, 2021 | 96.68% |
| August 31, 2021 | 96.68% |
| July 31, 2021 | 96.68% |
| June 30, 2021 | 96.68% |
| May 31, 2021 | 96.68% |
| April 30, 2021 | 96.68% |
| March 31, 2021 | 96.68% |
| February 28, 2021 | 96.68% |
| January 31, 2021 | 96.68% |
| December 31, 2020 | 96.68% |
| November 30, 2020 | 96.68% |
| October 31, 2020 | 96.68% |
| September 30, 2020 | 96.68% |
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
95.10%
Minimum
Nov 2023
96.68%
Maximum
Nov 2019
96.36%
Average
96.68%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.478 |
| Beta (5Y) | 1.714 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 198.0% |
| Historical Sharpe Ratio (5Y) | 0.084 |
| Historical Sortino (5Y) | 0.3814 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.18% |