TrueCar Inc (TRUE)
2.18
-0.04
(-1.80%)
USD |
NASDAQ |
Sep 25, 12:05
TrueCar Max Drawdown (5Y): 90.75% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| December 31, 2019 | 87.12% |
| November 30, 2019 | 87.12% |
| October 31, 2019 | 87.12% |
| September 30, 2019 | 85.85% |
| August 31, 2019 | 85.30% |
| July 31, 2019 | 80.50% |
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
Oct 2018
90.75%
Maximum
Oct 2022
88.24%
Average
90.17%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| TechTarget Inc | 74.48% |
| Zillow Group Inc | 86.74% |
| Digital Ally Inc | 97.25% |
| The Arena Group Holdings Inc | 89.56% |
| Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.17 |
| Beta (5Y) | 1.365 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.79% |
| Historical Sharpe Ratio (5Y) | -0.2376 |
| Historical Sortino (5Y) | -0.528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.85% |