Altisource Portfolio Solutions SA (ASPS)
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-0.01
(-0.49%)
USD |
NASDAQ |
May 03, 16:00
2.06
+0.01
(+0.49%)
After-Hours: 20:00
Altisource Portfolio Solutions Max Drawdown (5Y): 93.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.69% |
| March 31, 2024 | 91.84% |
| February 29, 2024 | 90.33% |
| January 31, 2024 | 90.33% |
| December 31, 2023 | 90.33% |
| November 30, 2023 | 90.33% |
| October 31, 2023 | 90.33% |
| September 30, 2023 | 90.33% |
| August 31, 2023 | 90.33% |
| July 31, 2023 | 90.33% |
| June 30, 2023 | 90.33% |
| May 31, 2023 | 90.33% |
| April 30, 2023 | 90.33% |
| March 31, 2023 | 89.26% |
| February 28, 2023 | 87.01% |
| January 31, 2023 | 87.01% |
| December 31, 2022 | 87.01% |
| November 30, 2022 | 87.01% |
| October 31, 2022 | 87.01% |
| September 30, 2022 | 87.01% |
| August 31, 2022 | 87.01% |
| July 31, 2022 | 87.01% |
| June 30, 2022 | 87.01% |
| May 31, 2022 | 88.37% |
| April 30, 2022 | 88.37% |
| Date | Value |
|---|---|
| March 31, 2022 | 88.37% |
| February 28, 2022 | 89.47% |
| January 31, 2022 | 89.47% |
| December 31, 2021 | 89.47% |
| November 30, 2021 | 89.47% |
| October 31, 2021 | 89.47% |
| September 30, 2021 | 89.47% |
| August 31, 2021 | 89.47% |
| July 31, 2021 | 89.47% |
| June 30, 2021 | 89.47% |
| May 31, 2021 | 89.47% |
| April 30, 2021 | 89.47% |
| March 31, 2021 | 89.47% |
| February 28, 2021 | 89.47% |
| January 31, 2021 | 89.47% |
| December 31, 2020 | 89.47% |
| November 30, 2020 | 89.47% |
| October 31, 2020 | 89.47% |
| September 30, 2020 | 89.47% |
| August 31, 2020 | 89.47% |
| July 31, 2020 | 89.47% |
| June 30, 2020 | 89.47% |
| May 31, 2020 | 89.47% |
| April 30, 2020 | 89.47% |
| March 31, 2020 | 89.47% |
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
87.01%
Minimum
Jun 2022
93.69%
Maximum
Apr 2024
89.75%
Average
89.47%
Median
Feb 2020
Max Drawdown (5Y) Benchmarks
| American Tower Corp | 45.32% |
| Crown Castle Inc | 55.47% |
| SBA Communications Corp | 50.79% |
| Weyerhaeuser Co | 61.68% |
| VICI Properties Inc | 60.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -52.36 |
| Beta (5Y) | 1.010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.44% |
| Historical Sharpe Ratio (5Y) | -0.5522 |
| Historical Sortino (5Y) | -0.9235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.45% |