Security First International Holdings Inc (SCFR)
0.1897
0.00 (0.00%)
USD |
OTCM |
Nov 14, 15:52
Security First International Holdings Max Drawdown (5Y): 90.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.00% |
| August 31, 2024 | 90.00% |
| July 31, 2024 | 90.00% |
| 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 | 90.00% |
| December 31, 2023 | 90.00% |
| November 30, 2023 | 93.40% |
| October 31, 2023 | 93.40% |
| September 30, 2023 | 93.40% |
| August 31, 2023 | 93.91% |
| July 31, 2023 | 93.91% |
| June 30, 2023 | 93.91% |
| May 31, 2023 | 93.91% |
| April 30, 2023 | 93.91% |
| March 31, 2023 | 93.91% |
| February 28, 2023 | 93.91% |
| January 31, 2023 | 93.91% |
| December 31, 2022 | 93.91% |
| November 30, 2022 | 93.91% |
| October 31, 2022 | 93.91% |
| September 30, 2022 | 93.91% |
| Date | Value |
|---|---|
| August 31, 2022 | 93.91% |
| July 31, 2022 | 93.91% |
| June 30, 2022 | 96.11% |
| May 31, 2022 | 97.20% |
| April 30, 2022 | 97.56% |
| March 31, 2022 | 97.61% |
| February 28, 2022 | 97.61% |
| January 31, 2022 | 98.13% |
| December 31, 2021 | 98.70% |
| November 30, 2021 | 98.70% |
| October 31, 2021 | 98.70% |
| September 30, 2021 | 98.70% |
| August 31, 2021 | 98.70% |
| July 31, 2021 | 98.70% |
| June 30, 2021 | 99.46% |
| May 31, 2021 | 99.46% |
| April 30, 2021 | 99.78% |
| March 31, 2021 | 99.78% |
| February 28, 2021 | 99.78% |
| January 31, 2021 | 99.78% |
| December 31, 2020 | 99.78% |
| November 30, 2020 | 99.78% |
| October 31, 2020 | 99.78% |
| September 30, 2020 | 99.78% |
| August 31, 2020 | 99.78% |
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
90.00%
Minimum
Dec 2023
99.78%
Maximum
Nov 2019
96.04%
Average
97.56%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Angi Inc | 91.95% |
| IZEA Worldwide Inc | 98.66% |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Marchex Inc | 77.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 58.36 |
| Beta (5Y) | -0.2256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 111.0% |
| Historical Sharpe Ratio (5Y) | 0.4981 |
| Historical Sortino (5Y) | 1.663 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.31% |