MSP Recovery, Inc. (MSPR)
0.0000
0.00 (0.00%)
USD |
OTCM |
Oct 09, 16:00
MSP Recovery Max Drawdown (5Y) : 100.0% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 100.0% |
| August 31, 2026 | 100.0% |
| July 31, 2026 | 100.0% |
| June 30, 2026 | 100.0% |
| May 31, 2026 | 100.00% |
| April 30, 2026 | 100.00% |
| March 31, 2026 | 100.00% |
| February 28, 2026 | 100.00% |
| January 31, 2026 | 100.00% |
| December 31, 2025 | 100.00% |
| November 30, 2025 | 100.00% |
| October 31, 2025 | 100.00% |
| September 30, 2025 | 100.00% |
| August 31, 2025 | 99.99% |
| July 31, 2025 | 99.99% |
| June 30, 2025 | 99.98% |
| May 31, 2025 | 99.98% |
| April 30, 2025 | 99.98% |
| March 31, 2025 | 99.98% |
| February 28, 2025 | 99.98% |
| January 31, 2025 | 99.98% |
| December 31, 2024 | 99.98% |
| November 30, 2024 | 99.98% |
| October 31, 2024 | 99.96% |
| September 30, 2024 | 99.94% |
| Date | Value |
|---|---|
| August 31, 2024 | 99.92% |
| July 31, 2024 | 99.86% |
| June 30, 2024 | 99.83% |
| May 31, 2024 | 99.75% |
| April 30, 2024 | 99.75% |
| March 31, 2024 | 99.75% |
| February 29, 2024 | 99.71% |
| January 31, 2024 | 99.60% |
| December 31, 2023 | 99.60% |
| November 30, 2023 | 99.60% |
| October 31, 2023 | 99.60% |
| September 30, 2023 | 99.48% |
| August 31, 2023 | 99.38% |
| July 31, 2023 | 98.12% |
| June 30, 2023 | 96.96% |
| May 31, 2023 | 96.38% |
| April 30, 2023 | 94.38% |
| March 31, 2023 | 92.76% |
| February 28, 2023 | 90.91% |
| January 31, 2023 | 90.91% |
| December 31, 2022 | 90.91% |
| November 30, 2022 | 90.91% |
| October 31, 2022 | 90.72% |
| September 30, 2022 | 90.72% |
| August 31, 2022 | 90.72% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| CorVel Corp. | 64.19% |
| The Cigna Group | 32.11% |
| Centene Corp. | 74.07% |
| CVS Health Corp. | 56.78% |
| Humana, Inc. | 69.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 47.71 |
| Beta (5Y) | -14.95 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 984.4% |
| Historical Sharpe Ratio (5Y) | -0.1035 |
| Historical Sortino (5Y) | -1.214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 77.48% |