Scepter Holdings Inc (BRZL)
0.0014
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Scepter Holdings Max Drawdown (5Y): 99.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.31% |
| September 30, 2024 | 99.31% |
| August 31, 2024 | 99.31% |
| July 31, 2024 | 99.31% |
| June 30, 2024 | 99.31% |
| May 31, 2024 | 99.78% |
| April 30, 2024 | 99.78% |
| March 31, 2024 | 99.82% |
| February 29, 2024 | 99.82% |
| January 31, 2024 | 99.82% |
| December 31, 2023 | 99.82% |
| November 30, 2023 | 99.82% |
| October 31, 2023 | 99.82% |
| September 30, 2023 | 99.82% |
| August 31, 2023 | 99.82% |
| July 31, 2023 | 99.82% |
| June 30, 2023 | 99.86% |
| May 31, 2023 | 99.86% |
| April 30, 2023 | 99.86% |
| March 31, 2023 | 99.88% |
| February 28, 2023 | 99.89% |
| January 31, 2023 | 99.89% |
| December 31, 2022 | 99.89% |
| November 30, 2022 | 99.89% |
| October 31, 2022 | 99.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.89% |
| August 31, 2022 | 99.89% |
| July 31, 2022 | 99.89% |
| June 30, 2022 | 99.90% |
| May 31, 2022 | 99.90% |
| April 30, 2022 | 99.90% |
| March 31, 2022 | 99.92% |
| February 28, 2022 | 99.92% |
| January 31, 2022 | 99.92% |
| December 31, 2021 | 99.92% |
| November 30, 2021 | 99.92% |
| October 31, 2021 | 99.92% |
| September 30, 2021 | 99.92% |
| August 31, 2021 | 99.92% |
| July 31, 2021 | 99.92% |
| June 30, 2021 | 99.92% |
| May 31, 2021 | 99.92% |
| April 30, 2021 | 99.92% |
| March 31, 2021 | 99.92% |
| February 28, 2021 | 99.92% |
| January 31, 2021 | 99.92% |
| December 31, 2020 | 99.92% |
| November 30, 2020 | 99.92% |
| October 31, 2020 | 99.92% |
| September 30, 2020 | 99.92% |
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
99.31%
Minimum
Jun 2024
100.00%
Maximum
Nov 2019
99.85%
Average
99.90%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| J&J Snack Foods Corp | 44.12% |
| Spectrum Brands Holdings Inc | 79.43% |
| RegalWorks Media Inc | 97.96% |
| Better Choice Co Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.21 |
| Beta (5Y) | -0.4900 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 280.2% |
| Historical Sharpe Ratio (5Y) | -0.1268 |
| Historical Sortino (5Y) | -0.7064 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.42% |