comScore Inc (SCOR)
14.46
+0.66
(+4.78%)
USD |
NASDAQ |
May 03, 14:28
comScore Max Drawdown (5Y): 97.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.85% |
| March 31, 2024 | 97.85% |
| February 29, 2024 | 97.85% |
| January 31, 2024 | 97.85% |
| December 31, 2023 | 97.85% |
| November 30, 2023 | 97.85% |
| October 31, 2023 | 97.85% |
| September 30, 2023 | 97.71% |
| August 31, 2023 | 97.71% |
| July 31, 2023 | 97.71% |
| June 30, 2023 | 97.71% |
| May 31, 2023 | 97.71% |
| April 30, 2023 | 97.71% |
| March 31, 2023 | 97.71% |
| February 28, 2023 | 97.71% |
| January 31, 2023 | 97.71% |
| December 31, 2022 | 97.71% |
| November 30, 2022 | 97.71% |
| October 31, 2022 | 97.71% |
| September 30, 2022 | 97.71% |
| August 31, 2022 | 97.71% |
| July 31, 2022 | 97.71% |
| June 30, 2022 | 97.71% |
| May 31, 2022 | 97.71% |
| April 30, 2022 | 97.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 97.71% |
| February 28, 2022 | 97.71% |
| January 31, 2022 | 97.71% |
| December 31, 2021 | 97.71% |
| November 30, 2021 | 97.71% |
| October 31, 2021 | 97.71% |
| September 30, 2021 | 97.71% |
| August 31, 2021 | 97.71% |
| July 31, 2021 | 97.71% |
| June 30, 2021 | 97.71% |
| May 31, 2021 | 97.71% |
| April 30, 2021 | 97.71% |
| March 31, 2021 | 97.71% |
| February 28, 2021 | 97.71% |
| January 31, 2021 | 97.71% |
| December 31, 2020 | 97.71% |
| November 30, 2020 | 97.71% |
| October 31, 2020 | 97.71% |
| September 30, 2020 | 97.71% |
| August 31, 2020 | 97.71% |
| July 31, 2020 | 97.71% |
| June 30, 2020 | 97.71% |
| May 31, 2020 | 97.71% |
| April 30, 2020 | 97.71% |
| March 31, 2020 | 97.71% |
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
85.89%
Minimum
May 2019
97.85%
Maximum
Oct 2023
97.39%
Average
97.71%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Groupon Inc | 97.18% |
| Meta Platforms Inc | 76.74% |
| Zedge Inc | 91.40% |
| Thryv Holdings Inc | -- |
| Upexi Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -58.33 |
| Beta (5Y) | 1.102 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.61% |
| Historical Sharpe Ratio (5Y) | -0.5643 |
| Historical Sortino (5Y) | -1.024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.22% |