Security First International Holdings, Inc. (SCFR)
0.1149
0.00 (0.00%)
USD |
OTCM |
Aug 24, 16:00
Security First International Holdings Max Drawdown (5Y) : 76.50% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 76.50% |
| June 30, 2026 | 69.70% |
| May 31, 2026 | 69.70% |
| April 30, 2026 | 69.70% |
| March 31, 2026 | 69.70% |
| February 28, 2026 | 69.70% |
| January 31, 2026 | 69.70% |
| December 31, 2025 | 69.70% |
| November 30, 2025 | 70.30% |
| October 31, 2025 | 82.00% |
| September 30, 2025 | 82.00% |
| August 31, 2025 | 84.00% |
| July 31, 2025 | 84.00% |
| June 30, 2025 | 84.00% |
| May 31, 2025 | 85.10% |
| April 30, 2025 | 86.80% |
| March 31, 2025 | 90.00% |
| February 28, 2025 | 90.00% |
| January 31, 2025 | 90.00% |
| December 31, 2024 | 90.00% |
| November 30, 2024 | 90.00% |
| October 31, 2024 | 90.00% |
| September 30, 2024 | 90.00% |
| August 31, 2024 | 90.00% |
| July 31, 2024 | 90.00% |
| Date | Value |
|---|---|
| June 30, 2024 | 90.00% |
| May 31, 2024 | 90.00% |
| April 30, 2024 | 90.00% |
| March 31, 2024 | 90.00% |
| February 29, 2024 | 90.00% |
| January 31, 2024 | 94.00% |
| December 31, 2023 | 94.00% |
| November 30, 2023 | 94.00% |
| October 31, 2023 | 94.00% |
| September 30, 2023 | 94.00% |
| August 31, 2023 | 94.00% |
| July 31, 2023 | 94.00% |
| June 30, 2023 | 94.00% |
| May 31, 2023 | 94.00% |
| April 30, 2023 | 94.00% |
| March 31, 2023 | 94.00% |
| February 28, 2023 | 94.00% |
| January 31, 2023 | 94.00% |
| December 31, 2022 | 94.00% |
| November 30, 2022 | 94.00% |
| October 31, 2022 | 94.00% |
| September 30, 2022 | 96.25% |
| August 31, 2022 | 98.37% |
| July 31, 2022 | 98.67% |
| June 30, 2022 | 98.67% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ACI Worldwide, Inc. | 54.18% |
| Progress Software Corp. | 64.10% |
| Weave Communications, Inc. | -- |
| Hauppauge Digital, Inc. | 99.89% |
| Sonic Foundry, Inc. | 100.0% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.436 |
| Beta (5Y) | -0.2691 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.72% |
| Historical Sharpe Ratio (5Y) | -0.0004 |
| Historical Sortino (5Y) | -0.0014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.73% |