CCUR Holdings Inc (CCUR)
2600.00
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
CCUR Holdings Max Drawdown (5Y): 81.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.83% |
| March 31, 2024 | 81.83% |
| February 29, 2024 | 81.83% |
| January 31, 2024 | 81.83% |
| December 31, 2023 | 81.83% |
| November 30, 2023 | 79.04% |
| October 31, 2023 | 79.04% |
| September 30, 2023 | 79.04% |
| August 31, 2023 | 79.04% |
| July 31, 2023 | 79.04% |
| June 30, 2023 | 78.78% |
| May 31, 2023 | 78.78% |
| April 30, 2023 | 78.78% |
| March 31, 2023 | 78.78% |
| February 28, 2023 | 78.78% |
| January 31, 2023 | 78.78% |
| December 31, 2022 | 74.40% |
| November 30, 2022 | 70.29% |
| October 31, 2022 | 70.29% |
| September 30, 2022 | 70.29% |
| August 31, 2022 | 70.29% |
| July 31, 2022 | 69.77% |
| June 30, 2022 | 69.77% |
| May 31, 2022 | 69.77% |
| April 30, 2022 | 69.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.77% |
| February 28, 2022 | 67.02% |
| January 31, 2022 | 67.02% |
| December 31, 2021 | 67.02% |
| November 30, 2021 | 54.81% |
| October 31, 2021 | 54.81% |
| September 30, 2021 | 54.81% |
| August 31, 2021 | 54.81% |
| July 31, 2021 | 54.81% |
| June 30, 2021 | 54.81% |
| May 31, 2021 | 54.81% |
| April 30, 2021 | 54.81% |
| March 31, 2021 | 54.65% |
| February 28, 2021 | 54.65% |
| January 31, 2021 | 54.65% |
| December 31, 2020 | 54.65% |
| November 30, 2020 | 54.65% |
| October 31, 2020 | 53.99% |
| September 30, 2020 | 53.88% |
| August 31, 2020 | 53.88% |
| July 31, 2020 | 53.88% |
| June 30, 2020 | 53.88% |
| May 31, 2020 | 53.88% |
| April 30, 2020 | 53.88% |
| March 31, 2020 | 53.88% |
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
53.88%
Minimum
May 2019
81.83%
Maximum
Dec 2023
64.40%
Average
54.81%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Super Micro Computer Inc | 60.35% |
| Zebra Technologies Corp | 67.78% |
| Quantum Computing Inc | 96.12% |
| AgEagle Aerial Systems Inc | 99.85% |
| Socket Mobile Inc | 95.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.36 |
| Beta (5Y) | 0.185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.21% |
| Historical Sharpe Ratio (5Y) | -0.8043 |
| Historical Sortino (5Y) | -0.8922 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.51% |