TSR Inc (DELISTED) (TSRI:DL)
13.38
+0.01
(+0.04%)
USD |
NASDAQ |
Jun 28, 16:00
TSR Max Drawdown (5Y): 69.55% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 69.55% |
May 31, 2024 | 69.55% |
April 30, 2024 | 69.55% |
March 31, 2024 | 69.55% |
February 29, 2024 | 69.55% |
January 31, 2024 | 69.55% |
December 31, 2023 | 69.55% |
November 30, 2023 | 69.55% |
October 31, 2023 | 69.55% |
September 30, 2023 | 69.55% |
August 31, 2023 | 69.55% |
July 31, 2023 | 69.55% |
June 30, 2023 | 69.55% |
May 31, 2023 | 69.55% |
April 30, 2023 | 69.55% |
March 31, 2023 | 69.55% |
February 28, 2023 | 69.55% |
January 31, 2023 | 69.55% |
December 31, 2022 | 69.55% |
November 30, 2022 | 69.55% |
October 31, 2022 | 69.55% |
September 30, 2022 | 69.55% |
August 31, 2022 | 69.55% |
July 31, 2022 | 69.55% |
June 30, 2022 | 69.55% |
Date | Value |
---|---|
May 31, 2022 | 69.55% |
April 30, 2022 | 69.55% |
March 31, 2022 | 69.55% |
February 28, 2022 | 69.55% |
January 31, 2022 | 69.55% |
December 31, 2021 | 69.55% |
November 30, 2021 | 69.55% |
October 31, 2021 | 69.55% |
September 30, 2021 | 69.55% |
August 31, 2021 | 69.55% |
July 31, 2021 | 69.55% |
June 30, 2021 | 69.55% |
May 31, 2021 | 69.55% |
April 30, 2021 | 69.55% |
March 31, 2021 | 69.55% |
February 28, 2021 | 69.55% |
January 31, 2021 | 69.55% |
December 31, 2020 | 69.55% |
November 30, 2020 | 69.55% |
October 31, 2020 | 69.55% |
September 30, 2020 | 69.55% |
August 31, 2020 | 69.55% |
July 31, 2020 | 69.55% |
June 30, 2020 | 69.55% |
May 31, 2020 | 69.55% |
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
63.16%
Minimum
Oct 2019
69.55%
Maximum
Dec 2019
69.32%
Average
69.55%
Median
Dec 2019
Max Drawdown (5Y) Benchmarks
BM Technologies Inc | 91.84% |
Cognizant Technology Solutions Corp | 49.77% |
ExlService Holdings Inc | 46.23% |
Castellum Inc | 99.58% |
Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.22 |
Beta (5Y) | 0.7491 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.97% |
Historical Sharpe Ratio (5Y) | 0.3213 |
Historical Sortino (5Y) | 0.8077 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.24% |