OneSpan Inc (OSPN)
12.39
+1.44
(+13.15%)
USD |
NASDAQ |
May 03, 16:00
12.38
-0.01
(-0.11%)
After-Hours: 20:00
OneSpan Max Drawdown (5Y): 76.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.61% |
March 31, 2024 | 76.61% |
February 29, 2024 | 76.61% |
January 31, 2024 | 76.61% |
December 31, 2023 | 76.61% |
November 30, 2023 | 76.61% |
October 31, 2023 | 76.61% |
September 30, 2023 | 74.64% |
August 31, 2023 | 74.64% |
July 31, 2023 | 74.64% |
June 30, 2023 | 74.64% |
May 31, 2023 | 74.64% |
April 30, 2023 | 74.64% |
March 31, 2023 | 74.64% |
February 28, 2023 | 74.64% |
January 31, 2023 | 74.64% |
December 31, 2022 | 74.64% |
November 30, 2022 | 74.64% |
October 31, 2022 | 74.64% |
September 30, 2022 | 73.97% |
August 31, 2022 | 68.38% |
July 31, 2022 | 68.38% |
June 30, 2022 | 68.38% |
May 31, 2022 | 68.38% |
April 30, 2022 | 68.38% |
Date | Value |
---|---|
March 31, 2022 | 68.38% |
February 28, 2022 | 68.38% |
January 31, 2022 | 68.38% |
December 31, 2021 | 68.38% |
November 30, 2021 | 68.38% |
October 31, 2021 | 68.38% |
September 30, 2021 | 68.38% |
August 31, 2021 | 68.38% |
July 31, 2021 | 68.38% |
June 30, 2021 | 68.38% |
May 31, 2021 | 68.38% |
April 30, 2021 | 68.38% |
March 31, 2021 | 68.38% |
February 28, 2021 | 68.38% |
January 31, 2021 | 68.38% |
December 31, 2020 | 68.38% |
November 30, 2020 | 68.38% |
October 31, 2020 | 68.38% |
September 30, 2020 | 68.38% |
August 31, 2020 | 68.38% |
July 31, 2020 | 68.38% |
June 30, 2020 | 68.38% |
May 31, 2020 | 68.38% |
April 30, 2020 | 68.38% |
March 31, 2020 | 68.38% |
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
68.09%
Minimum
May 2019
76.61%
Maximum
Oct 2023
70.64%
Average
68.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Veritone Inc | 97.69% |
Telos Corp | -- |
Asure Software Inc | 73.56% |
Digimarc Corp | 84.72% |
PDF Solutions Inc | 63.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.35 |
Beta (5Y) | 0.8157 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.65% |
Historical Sharpe Ratio (5Y) | -0.2285 |
Historical Sortino (5Y) | -0.4197 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.81% |