Creative Realities Inc (CREX)
3.26
-0.06
(-1.81%)
USD |
NASDAQ |
May 01, 16:00
3.30
+0.04
(+1.23%)
After-Hours: 20:00
Creative Realities Max Drawdown (5Y): 95.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.25% |
| March 31, 2024 | 95.25% |
| February 29, 2024 | 95.25% |
| January 31, 2024 | 95.25% |
| December 31, 2023 | 95.25% |
| November 30, 2023 | 95.25% |
| October 31, 2023 | 95.25% |
| September 30, 2023 | 95.25% |
| August 31, 2023 | 95.25% |
| July 31, 2023 | 95.25% |
| June 30, 2023 | 95.25% |
| May 31, 2023 | 95.25% |
| April 30, 2023 | 95.25% |
| March 31, 2023 | 95.25% |
| February 28, 2023 | 95.25% |
| January 31, 2023 | 95.25% |
| December 31, 2022 | 95.25% |
| November 30, 2022 | 95.25% |
| October 31, 2022 | 95.25% |
| September 30, 2022 | 95.56% |
| August 31, 2022 | 95.91% |
| July 31, 2022 | 95.91% |
| June 30, 2022 | 95.91% |
| May 31, 2022 | 95.91% |
| April 30, 2022 | 95.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.91% |
| February 28, 2022 | 95.91% |
| January 31, 2022 | 95.91% |
| December 31, 2021 | 96.20% |
| November 30, 2021 | 96.39% |
| October 31, 2021 | 96.39% |
| September 30, 2021 | 96.73% |
| August 31, 2021 | 97.18% |
| July 31, 2021 | 97.38% |
| June 30, 2021 | 98.25% |
| May 31, 2021 | 98.25% |
| April 30, 2021 | 98.25% |
| March 31, 2021 | 98.25% |
| February 28, 2021 | 98.25% |
| January 31, 2021 | 98.25% |
| December 31, 2020 | 98.25% |
| November 30, 2020 | 98.25% |
| October 31, 2020 | 98.25% |
| September 30, 2020 | 98.25% |
| August 31, 2020 | 98.25% |
| July 31, 2020 | 98.44% |
| June 30, 2020 | 98.44% |
| May 31, 2020 | 98.44% |
| April 30, 2020 | 98.44% |
| March 31, 2020 | 98.44% |
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
95.25%
Minimum
Oct 2022
98.44%
Maximum
May 2019
96.84%
Average
96.39%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| PDF Solutions Inc | 63.41% |
| Aspen Technology Inc | 46.10% |
| Matterport Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.32 |
| Beta (5Y) | 3.172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 147.6% |
| Historical Sharpe Ratio (5Y) | -0.1014 |
| Historical Sortino (5Y) | -0.3288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |