TrueCar Inc (TRUE)
3.44
+0.16
(+4.88%)
USD |
NASDAQ |
Mar 27, 16:00
3.43
-0.01
(-0.29%)
After-Hours: 20:00
TrueCar Max Drawdown (5Y): 90.75% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 90.75% |
January 31, 2024 | 90.75% |
December 31, 2023 | 90.75% |
November 30, 2023 | 90.75% |
October 31, 2023 | 90.75% |
September 30, 2023 | 90.75% |
August 31, 2023 | 90.75% |
July 31, 2023 | 90.75% |
June 30, 2023 | 90.75% |
May 31, 2023 | 90.75% |
April 30, 2023 | 90.75% |
March 31, 2023 | 90.75% |
February 28, 2023 | 90.75% |
January 31, 2023 | 90.75% |
December 31, 2022 | 90.75% |
November 30, 2022 | 90.75% |
October 31, 2022 | 90.75% |
September 30, 2022 | 90.17% |
August 31, 2022 | 90.17% |
July 31, 2022 | 90.17% |
June 30, 2022 | 90.17% |
May 31, 2022 | 90.17% |
April 30, 2022 | 90.17% |
March 31, 2022 | 90.17% |
February 28, 2022 | 90.17% |
Date | Value |
---|---|
January 31, 2022 | 90.17% |
December 31, 2021 | 90.17% |
November 30, 2021 | 90.17% |
October 31, 2021 | 90.17% |
September 30, 2021 | 90.17% |
August 31, 2021 | 90.17% |
July 31, 2021 | 90.17% |
June 30, 2021 | 90.17% |
May 31, 2021 | 90.17% |
April 30, 2021 | 90.17% |
March 31, 2021 | 90.17% |
February 28, 2021 | 90.17% |
January 31, 2021 | 90.17% |
December 31, 2020 | 90.17% |
November 30, 2020 | 90.17% |
October 31, 2020 | 90.17% |
September 30, 2020 | 90.17% |
August 31, 2020 | 90.17% |
July 31, 2020 | 90.17% |
June 30, 2020 | 90.17% |
May 31, 2020 | 90.17% |
April 30, 2020 | 90.17% |
March 31, 2020 | 89.38% |
February 29, 2020 | 87.80% |
January 31, 2020 | 87.12% |
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
80.50%
Minimum
Mar 2019
90.75%
Maximum
Oct 2022
89.12%
Average
90.17%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
TechTarget Inc | 78.69% |
Zillow Group Inc | 86.74% |
Digital Ally Inc | 98.45% |
The Arena Group Holdings Inc | 96.22% |
Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.79 |
Beta (5Y) | 1.655 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.11% |
Historical Sharpe Ratio (5Y) | -0.216 |
Historical Sortino (5Y) | -0.4942 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.11% |