SecureWorks Corp (SCWX)
5.85
-0.05
(-0.85%)
USD |
NASDAQ |
May 03, 13:07
SecureWorks Max Drawdown (5Y): 79.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.96% |
| March 31, 2024 | 79.96% |
| February 29, 2024 | 79.96% |
| January 31, 2024 | 79.96% |
| December 31, 2023 | 79.96% |
| November 30, 2023 | 79.96% |
| October 31, 2023 | 79.96% |
| September 30, 2023 | 79.96% |
| August 31, 2023 | 79.96% |
| July 31, 2023 | 79.96% |
| June 30, 2023 | 79.96% |
| May 31, 2023 | 79.96% |
| April 30, 2023 | 79.96% |
| March 31, 2023 | 79.96% |
| February 28, 2023 | 79.96% |
| January 31, 2023 | 79.96% |
| December 31, 2022 | 79.96% |
| November 30, 2022 | 76.25% |
| October 31, 2022 | 73.13% |
| September 30, 2022 | 70.06% |
| August 31, 2022 | 64.35% |
| July 31, 2022 | 64.35% |
| June 30, 2022 | 64.35% |
| May 31, 2022 | 64.21% |
| April 30, 2022 | 64.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.21% |
| February 28, 2022 | 64.21% |
| January 31, 2022 | 64.21% |
| December 31, 2021 | 64.21% |
| November 30, 2021 | 64.21% |
| October 31, 2021 | 64.21% |
| September 30, 2021 | 64.21% |
| August 31, 2021 | 64.21% |
| July 31, 2021 | 64.21% |
| June 30, 2021 | 64.21% |
| May 31, 2021 | 64.21% |
| April 30, 2021 | 64.21% |
| March 31, 2021 | 64.21% |
| February 28, 2021 | 64.21% |
| January 31, 2021 | 64.21% |
| December 31, 2020 | 64.21% |
| November 30, 2020 | 64.21% |
| October 31, 2020 | 64.21% |
| September 30, 2020 | 64.21% |
| August 31, 2020 | 64.21% |
| July 31, 2020 | 64.21% |
| June 30, 2020 | 64.21% |
| May 31, 2020 | 64.21% |
| April 30, 2020 | 64.21% |
| March 31, 2020 | 64.21% |
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
48.42%
Minimum
May 2019
79.96%
Maximum
Dec 2022
67.41%
Average
64.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.80 |
| Beta (5Y) | 0.9919 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.92% |
| Historical Sharpe Ratio (5Y) | -0.4467 |
| Historical Sortino (5Y) | -0.9249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.08% |