The E W Scripps Co (SSP)
3.99
+0.10
(+2.57%)
USD |
NASDAQ |
May 02, 10:54
E W Scripps Max Drawdown (5Y): 87.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 87.14% |
| March 31, 2024 | 85.72% |
| February 29, 2024 | 83.66% |
| January 31, 2024 | 79.45% |
| December 31, 2023 | 79.45% |
| November 30, 2023 | 79.45% |
| October 31, 2023 | 79.45% |
| September 30, 2023 | 77.48% |
| August 31, 2023 | 76.85% |
| July 31, 2023 | 76.85% |
| June 30, 2023 | 76.85% |
| May 31, 2023 | 76.85% |
| April 30, 2023 | 76.85% |
| March 31, 2023 | 76.85% |
| February 28, 2023 | 76.85% |
| January 31, 2023 | 76.85% |
| December 31, 2022 | 76.85% |
| November 30, 2022 | 76.85% |
| October 31, 2022 | 76.85% |
| September 30, 2022 | 76.85% |
| August 31, 2022 | 76.85% |
| July 31, 2022 | 76.85% |
| June 30, 2022 | 76.85% |
| May 31, 2022 | 76.85% |
| April 30, 2022 | 76.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 76.85% |
| February 28, 2022 | 76.85% |
| January 31, 2022 | 76.85% |
| December 31, 2021 | 76.85% |
| November 30, 2021 | 76.85% |
| October 31, 2021 | 76.85% |
| September 30, 2021 | 76.85% |
| August 31, 2021 | 76.85% |
| July 31, 2021 | 76.85% |
| June 30, 2021 | 76.85% |
| May 31, 2021 | 76.85% |
| April 30, 2021 | 76.85% |
| March 31, 2021 | 76.85% |
| February 28, 2021 | 76.85% |
| January 31, 2021 | 76.85% |
| December 31, 2020 | 76.85% |
| November 30, 2020 | 76.85% |
| October 31, 2020 | 76.85% |
| September 30, 2020 | 76.85% |
| August 31, 2020 | 76.85% |
| July 31, 2020 | 76.85% |
| June 30, 2020 | 76.85% |
| May 31, 2020 | 76.85% |
| April 30, 2020 | 76.85% |
| March 31, 2020 | 70.43% |
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
58.83%
Minimum
May 2019
87.14%
Maximum
Apr 2024
74.35%
Average
76.85%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Tegna Inc | 45.66% |
| Gray Television Inc | 72.48% |
| FuboTV Inc | 100.00% |
| CuriosityStream Inc | -- |
| Loop Media Inc | 98.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.12 |
| Beta (5Y) | 1.904 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.77% |
| Historical Sharpe Ratio (5Y) | -0.5522 |
| Historical Sortino (5Y) | -0.8392 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.91% |