Socket Mobile Inc (SCKT)
1.04
+0.01
(+0.91%)
USD |
NASDAQ |
Apr 24, 16:00
Socket Mobile Max Drawdown (5Y): 95.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.52% |
| February 29, 2024 | 95.52% |
| January 31, 2024 | 95.52% |
| December 31, 2023 | 95.52% |
| November 30, 2023 | 95.52% |
| October 31, 2023 | 95.52% |
| September 30, 2023 | 94.68% |
| August 31, 2023 | 94.00% |
| July 31, 2023 | 94.00% |
| June 30, 2023 | 94.00% |
| May 31, 2023 | 93.62% |
| April 30, 2023 | 91.54% |
| March 31, 2023 | 91.54% |
| February 28, 2023 | 91.54% |
| January 31, 2023 | 91.54% |
| December 31, 2022 | 91.54% |
| November 30, 2022 | 91.54% |
| October 31, 2022 | 90.62% |
| September 30, 2022 | 89.80% |
| August 31, 2022 | 86.61% |
| July 31, 2022 | 86.61% |
| June 30, 2022 | 86.61% |
| May 31, 2022 | 86.61% |
| April 30, 2022 | 83.61% |
| March 31, 2022 | 83.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.61% |
| January 31, 2022 | 83.61% |
| December 31, 2021 | 80.81% |
| November 30, 2021 | 80.81% |
| October 31, 2021 | 80.81% |
| September 30, 2021 | 80.81% |
| August 31, 2021 | 80.81% |
| July 31, 2021 | 80.81% |
| June 30, 2021 | 80.81% |
| May 31, 2021 | 80.81% |
| April 30, 2021 | 80.81% |
| March 31, 2021 | 80.81% |
| February 28, 2021 | 80.81% |
| January 31, 2021 | 80.81% |
| December 31, 2020 | 80.81% |
| November 30, 2020 | 80.81% |
| October 31, 2020 | 80.81% |
| September 30, 2020 | 80.81% |
| August 31, 2020 | 80.81% |
| July 31, 2020 | 80.81% |
| June 30, 2020 | 80.81% |
| May 31, 2020 | 80.81% |
| April 30, 2020 | 80.81% |
| March 31, 2020 | 80.81% |
| February 29, 2020 | 71.12% |
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
71.12%
Minimum
Apr 2019
95.52%
Maximum
Oct 2023
83.57%
Average
80.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Super Micro Computer Inc | 60.35% |
| Zebra Technologies Corp | 67.78% |
| Quantum Computing Inc | 96.12% |
| AgEagle Aerial Systems Inc | 99.85% |
| One Stop Systems Inc | 83.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.28 |
| Beta (5Y) | 0.8184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 152.4% |
| Historical Sharpe Ratio (5Y) | -0.0958 |
| Historical Sortino (5Y) | -0.4689 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.55% |