TSS Inc (TSSI)
0.8144
0.00 (0.00%)
USD |
OTCM |
May 02, 09:55
TSS Max Drawdown (5Y): 84.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.66% |
March 31, 2024 | 84.66% |
February 29, 2024 | 84.66% |
January 31, 2024 | 84.66% |
December 31, 2023 | 84.62% |
November 30, 2023 | 84.62% |
October 31, 2023 | 84.62% |
September 30, 2023 | 84.62% |
August 31, 2023 | 84.62% |
July 31, 2023 | 84.62% |
June 30, 2023 | 84.62% |
May 31, 2023 | 84.62% |
April 30, 2023 | 80.98% |
March 31, 2023 | 76.69% |
February 28, 2023 | 76.69% |
January 31, 2023 | 76.69% |
December 31, 2022 | 76.69% |
November 30, 2022 | 76.69% |
October 31, 2022 | 76.69% |
September 30, 2022 | 76.69% |
August 31, 2022 | 76.69% |
July 31, 2022 | 76.69% |
June 30, 2022 | 80.94% |
May 31, 2022 | 82.11% |
April 30, 2022 | 82.11% |
Date | Value |
---|---|
March 31, 2022 | 82.11% |
February 28, 2022 | 82.11% |
January 31, 2022 | 84.27% |
December 31, 2021 | 94.21% |
November 30, 2021 | 95.24% |
October 31, 2021 | 95.79% |
September 30, 2021 | 95.79% |
August 31, 2021 | 95.79% |
July 31, 2021 | 95.79% |
June 30, 2021 | 95.79% |
May 31, 2021 | 95.79% |
April 30, 2021 | 97.38% |
March 31, 2021 | 97.38% |
February 28, 2021 | 97.38% |
January 31, 2021 | 97.38% |
December 31, 2020 | 98.68% |
November 30, 2020 | 98.68% |
October 31, 2020 | 98.68% |
September 30, 2020 | 98.68% |
August 31, 2020 | 98.68% |
July 31, 2020 | 98.68% |
June 30, 2020 | 98.68% |
May 31, 2020 | 98.68% |
April 30, 2020 | 98.68% |
March 31, 2020 | 98.68% |
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
76.69%
Minimum
Jul 2022
98.68%
Maximum
May 2019
90.13%
Average
95.51%
Median
Max Drawdown (5Y) Benchmarks
CSP Inc | 70.02% |
WidePoint Corp | 88.89% |
Intellinetics Inc | 96.76% |
Data Storage Corp | 95.10% |
Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.825 |
Beta (5Y) | 0.4425 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.39% |
Historical Sharpe Ratio (5Y) | -0.0578 |
Historical Sortino (5Y) | -0.1295 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.23% |