Digimarc Corp (DMRC)
21.13
-0.69
(-3.16%)
USD |
NASDAQ |
Apr 30, 16:00
21.13
0.00 (0.00%)
After-Hours: 19:37
Digimarc Max Drawdown (5Y): 84.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 84.72% |
February 29, 2024 | 84.72% |
January 31, 2024 | 84.72% |
December 31, 2023 | 84.72% |
November 30, 2023 | 84.72% |
October 31, 2023 | 84.72% |
September 30, 2023 | 84.72% |
August 31, 2023 | 84.72% |
July 31, 2023 | 84.72% |
June 30, 2023 | 84.72% |
May 31, 2023 | 84.72% |
April 30, 2023 | 84.72% |
March 31, 2023 | 84.72% |
February 28, 2023 | 84.72% |
January 31, 2023 | 84.72% |
December 31, 2022 | 84.72% |
November 30, 2022 | 84.72% |
October 31, 2022 | 84.72% |
September 30, 2022 | 84.72% |
August 31, 2022 | 84.72% |
July 31, 2022 | 84.72% |
June 30, 2022 | 84.72% |
May 31, 2022 | 84.72% |
April 30, 2022 | 84.72% |
March 31, 2022 | 84.72% |
Date | Value |
---|---|
February 28, 2022 | 84.72% |
January 31, 2022 | 84.72% |
December 31, 2021 | 84.72% |
November 30, 2021 | 84.72% |
October 31, 2021 | 84.72% |
September 30, 2021 | 84.72% |
August 31, 2021 | 84.72% |
July 31, 2021 | 84.72% |
June 30, 2021 | 84.72% |
May 31, 2021 | 84.72% |
April 30, 2021 | 84.72% |
March 31, 2021 | 84.72% |
February 28, 2021 | 84.72% |
January 31, 2021 | 84.72% |
December 31, 2020 | 84.72% |
November 30, 2020 | 84.72% |
October 31, 2020 | 84.72% |
September 30, 2020 | 84.72% |
August 31, 2020 | 84.72% |
July 31, 2020 | 84.72% |
June 30, 2020 | 84.72% |
May 31, 2020 | 84.72% |
April 30, 2020 | 84.72% |
March 31, 2020 | 84.72% |
February 29, 2020 | 69.49% |
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
68.19%
Minimum
Apr 2019
84.72%
Maximum
Mar 2020
81.71%
Average
84.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Asure Software Inc | 73.56% |
PDF Solutions Inc | 63.41% |
Creative Realities Inc | 95.25% |
Aspen Technology Inc | 46.10% |
Matterport Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.24 |
Beta (5Y) | 1.104 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.91% |
Historical Sharpe Ratio (5Y) | -0.059 |
Historical Sortino (5Y) | -0.1261 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.74% |