Digimarc Corp (DMRC)
14.44
+0.40
(+2.85%)
USD |
NASDAQ |
Mar 14, 16:00
14.47
+0.03
(+0.21%)
After-Hours: 20:00
Digimarc Max Drawdown (5Y): 84.72% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Ibotta Inc | -- |
| Asure Software Inc | 73.56% |
| PDF Solutions Inc | 63.41% |
| Creative Realities Inc | 92.51% |
| Cycurion Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.51 |
| Beta (5Y) | 1.608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.72% |
| Historical Sharpe Ratio (5Y) | -0.0825 |
| Historical Sortino (5Y) | -0.2131 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.65% |