OneSpan Inc (OSPN)
17.80
+0.14
(+0.76%)
USD |
NASDAQ |
Nov 22, 11:22
OneSpan Max Drawdown (5Y): 76.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.61% |
| September 30, 2024 | 76.61% |
| August 31, 2024 | 76.61% |
| July 31, 2024 | 76.61% |
| June 30, 2024 | 76.61% |
| May 31, 2024 | 76.61% |
| April 30, 2024 | 76.61% |
| March 31, 2024 | 76.61% |
| February 29, 2024 | 76.61% |
| January 31, 2024 | 76.61% |
| December 31, 2023 | 76.61% |
| November 30, 2023 | 76.61% |
| October 31, 2023 | 76.61% |
| September 30, 2023 | 74.64% |
| August 31, 2023 | 74.64% |
| July 31, 2023 | 74.64% |
| June 30, 2023 | 74.64% |
| May 31, 2023 | 74.64% |
| April 30, 2023 | 74.64% |
| March 31, 2023 | 74.64% |
| February 28, 2023 | 74.64% |
| January 31, 2023 | 74.64% |
| December 31, 2022 | 74.64% |
| November 30, 2022 | 74.64% |
| October 31, 2022 | 74.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.97% |
| August 31, 2022 | 68.38% |
| July 31, 2022 | 68.38% |
| June 30, 2022 | 68.38% |
| May 31, 2022 | 68.38% |
| April 30, 2022 | 68.38% |
| March 31, 2022 | 68.38% |
| February 28, 2022 | 68.38% |
| January 31, 2022 | 68.38% |
| December 31, 2021 | 68.38% |
| November 30, 2021 | 68.38% |
| October 31, 2021 | 68.38% |
| September 30, 2021 | 68.38% |
| August 31, 2021 | 68.38% |
| July 31, 2021 | 68.38% |
| June 30, 2021 | 68.38% |
| May 31, 2021 | 68.38% |
| April 30, 2021 | 68.38% |
| March 31, 2021 | 68.38% |
| February 28, 2021 | 68.38% |
| January 31, 2021 | 68.38% |
| December 31, 2020 | 68.38% |
| November 30, 2020 | 68.38% |
| October 31, 2020 | 68.38% |
| September 30, 2020 | 68.38% |
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
68.09%
Minimum
Nov 2019
76.61%
Maximum
Oct 2023
71.49%
Average
68.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Blend Labs Inc | -- |
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| PDF Solutions Inc | 63.41% |
| Creative Realities Inc | 95.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.30 |
| Beta (5Y) | 0.7492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.95% |
| Historical Sharpe Ratio (5Y) | -0.0875 |
| Historical Sortino (5Y) | -0.1561 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.81% |