Socket Mobile Inc (SCKT)
1.45
+0.02
(+1.40%)
USD |
NASDAQ |
May 16, 16:00
1.48
+0.03
(+2.07%)
After-Hours: 20:00
Socket Mobile Max Drawdown (5Y): 95.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.52% |
March 31, 2024 | 95.52% |
February 29, 2024 | 95.52% |
January 31, 2024 | 95.52% |
December 31, 2023 | 95.52% |
November 30, 2023 | 95.52% |
October 31, 2023 | 95.52% |
September 30, 2023 | 94.68% |
August 31, 2023 | 94.00% |
July 31, 2023 | 94.00% |
June 30, 2023 | 94.00% |
May 31, 2023 | 93.62% |
April 30, 2023 | 91.54% |
March 31, 2023 | 91.54% |
February 28, 2023 | 91.54% |
January 31, 2023 | 91.54% |
December 31, 2022 | 91.54% |
November 30, 2022 | 91.54% |
October 31, 2022 | 90.62% |
September 30, 2022 | 89.80% |
August 31, 2022 | 86.61% |
July 31, 2022 | 86.61% |
June 30, 2022 | 86.61% |
May 31, 2022 | 86.61% |
April 30, 2022 | 83.61% |
Date | Value |
---|---|
March 31, 2022 | 83.61% |
February 28, 2022 | 83.61% |
January 31, 2022 | 83.61% |
December 31, 2021 | 80.81% |
November 30, 2021 | 80.81% |
October 31, 2021 | 80.81% |
September 30, 2021 | 80.81% |
August 31, 2021 | 80.81% |
July 31, 2021 | 80.81% |
June 30, 2021 | 80.81% |
May 31, 2021 | 80.81% |
April 30, 2021 | 80.81% |
March 31, 2021 | 80.81% |
February 28, 2021 | 80.81% |
January 31, 2021 | 80.81% |
December 31, 2020 | 80.81% |
November 30, 2020 | 80.81% |
October 31, 2020 | 80.81% |
September 30, 2020 | 80.81% |
August 31, 2020 | 80.81% |
July 31, 2020 | 80.81% |
June 30, 2020 | 80.81% |
May 31, 2020 | 80.81% |
April 30, 2020 | 80.81% |
March 31, 2020 | 80.81% |
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
71.12%
Minimum
May 2019
95.52%
Maximum
Oct 2023
83.97%
Average
80.81%
Median
Mar 2020
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% |
One Stop Systems Inc | 83.61% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.84 |
Beta (5Y) | 0.785 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.4% |
Historical Sharpe Ratio (5Y) | -0.1056 |
Historical Sortino (5Y) | -0.5162 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.55% |