Spok Holdings Inc (SPOK)
15.31
-0.01
(-0.07%)
USD |
NASDAQ |
May 16, 16:00
15.32
0.00 (0.00%)
After-Hours: 20:00
Spok Holdings Max Drawdown (5Y): 61.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 61.03% |
March 31, 2024 | 61.03% |
February 29, 2024 | 61.03% |
January 31, 2024 | 61.03% |
December 31, 2023 | 61.03% |
November 30, 2023 | 61.03% |
October 31, 2023 | 61.03% |
September 30, 2023 | 61.03% |
August 31, 2023 | 61.03% |
July 31, 2023 | 61.03% |
June 30, 2023 | 61.03% |
May 31, 2023 | 61.03% |
April 30, 2023 | 61.03% |
March 31, 2023 | 61.03% |
February 28, 2023 | 61.03% |
January 31, 2023 | 61.03% |
December 31, 2022 | 61.03% |
November 30, 2022 | 61.03% |
October 31, 2022 | 61.03% |
September 30, 2022 | 61.03% |
August 31, 2022 | 61.03% |
July 31, 2022 | 61.03% |
June 30, 2022 | 61.03% |
May 31, 2022 | 61.03% |
April 30, 2022 | 61.03% |
Date | Value |
---|---|
March 31, 2022 | 61.03% |
February 28, 2022 | 61.03% |
January 31, 2022 | 61.03% |
December 31, 2021 | 61.03% |
November 30, 2021 | 61.03% |
October 31, 2021 | 61.03% |
September 30, 2021 | 61.03% |
August 31, 2021 | 61.03% |
July 31, 2021 | 56.66% |
June 30, 2021 | 56.66% |
May 31, 2021 | 56.66% |
April 30, 2021 | 56.66% |
March 31, 2021 | 56.66% |
February 28, 2021 | 56.66% |
January 31, 2021 | 56.66% |
December 31, 2020 | 56.66% |
November 30, 2020 | 56.66% |
October 31, 2020 | 56.66% |
September 30, 2020 | 56.66% |
August 31, 2020 | 56.66% |
July 31, 2020 | 56.66% |
June 30, 2020 | 56.66% |
May 31, 2020 | 56.66% |
April 30, 2020 | 56.66% |
March 31, 2020 | 56.66% |
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
41.49%
Minimum
May 2019
61.03%
Maximum
Aug 2021
57.12%
Average
61.03%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Ontrak Inc | 99.97% |
DarioHealth Corp | 96.92% |
National Research Corp | 53.71% |
LogicMark Inc | 99.88% |
FOXO Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.823 |
Beta (5Y) | 0.2728 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.54% |
Historical Sharpe Ratio (5Y) | 0.2425 |
Historical Sortino (5Y) | 0.4681 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.88% |