Scope Industries (SCPJ)
320.00
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Scope Industries Max Drawdown (5Y): 41.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.50% |
March 31, 2024 | 41.50% |
February 29, 2024 | 41.50% |
January 31, 2024 | 41.50% |
December 31, 2023 | 41.50% |
November 30, 2023 | 41.50% |
October 31, 2023 | 41.50% |
September 30, 2023 | 41.50% |
August 31, 2023 | 41.50% |
July 31, 2023 | 42.15% |
June 30, 2023 | 42.15% |
May 31, 2023 | 42.15% |
April 30, 2023 | 42.22% |
March 31, 2023 | 42.55% |
February 28, 2023 | 48.18% |
January 31, 2023 | 48.18% |
December 31, 2022 | 54.28% |
November 30, 2022 | 54.28% |
October 31, 2022 | 54.28% |
September 30, 2022 | 57.32% |
August 31, 2022 | 58.07% |
July 31, 2022 | 58.36% |
June 30, 2022 | 61.34% |
May 31, 2022 | 61.34% |
April 30, 2022 | 61.34% |
Date | Value |
---|---|
March 31, 2022 | 61.34% |
February 28, 2022 | 62.83% |
January 31, 2022 | 64.91% |
December 31, 2021 | 66.39% |
November 30, 2021 | 69.96% |
October 31, 2021 | 70.71% |
September 30, 2021 | 71.00% |
August 31, 2021 | 71.00% |
July 31, 2021 | 73.23% |
June 30, 2021 | 73.83% |
May 31, 2021 | 73.83% |
April 30, 2021 | 73.83% |
March 31, 2021 | 73.83% |
February 28, 2021 | 73.83% |
January 31, 2021 | 73.83% |
December 31, 2020 | 73.83% |
November 30, 2020 | 73.83% |
October 31, 2020 | 73.83% |
September 30, 2020 | 73.83% |
August 31, 2020 | 73.83% |
July 31, 2020 | 73.83% |
June 30, 2020 | 73.83% |
May 31, 2020 | 73.83% |
April 30, 2020 | 73.83% |
March 31, 2020 | 73.83% |
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
41.50%
Minimum
Aug 2023
73.83%
Maximum
May 2019
62.21%
Average
70.33%
Median
Max Drawdown (5Y) Benchmarks
JanOne Inc | 97.69% |
LifeQuest World Corp | 99.59% |
Energy And Water Development Corp | 100.00% |
Deep Green Waste & Recycling Inc | 99.99% |
Atmus Filtration Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.610 |
Beta (5Y) | 0.4018 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.03% |
Historical Sharpe Ratio (5Y) | 0.3552 |
Historical Sortino (5Y) | 0.5156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.00% |