Scientific Industries Inc (SCND)
1.75
-0.14
(-7.41%)
USD |
OTCM |
May 17, 16:00
Scientific Industries Max Drawdown (5Y): 91.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 91.03% |
| March 31, 2024 | 90.21% |
| February 29, 2024 | 87.03% |
| January 31, 2024 | 86.21% |
| December 31, 2023 | 85.79% |
| November 30, 2023 | 85.79% |
| October 31, 2023 | 77.83% |
| September 30, 2023 | 72.41% |
| August 31, 2023 | 72.41% |
| July 31, 2023 | 70.69% |
| June 30, 2023 | 70.69% |
| May 31, 2023 | 70.69% |
| April 30, 2023 | 68.97% |
| March 31, 2023 | 65.86% |
| February 28, 2023 | 65.86% |
| January 31, 2023 | 65.86% |
| December 31, 2022 | 65.86% |
| November 30, 2022 | 65.86% |
| October 31, 2022 | 65.86% |
| September 30, 2022 | 65.86% |
| August 31, 2022 | 65.86% |
| July 31, 2022 | 65.86% |
| June 30, 2022 | 65.86% |
| May 31, 2022 | 65.66% |
| April 30, 2022 | 65.52% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.52% |
| February 28, 2022 | 65.52% |
| January 31, 2022 | 65.52% |
| December 31, 2021 | 65.52% |
| November 30, 2021 | 65.52% |
| October 31, 2021 | 65.52% |
| September 30, 2021 | 65.52% |
| August 31, 2021 | 50.00% |
| July 31, 2021 | 47.70% |
| June 30, 2021 | 47.70% |
| May 31, 2021 | 47.70% |
| April 30, 2021 | 47.70% |
| March 31, 2021 | 47.70% |
| February 28, 2021 | 47.70% |
| January 31, 2021 | 47.70% |
| December 31, 2020 | 47.70% |
| November 30, 2020 | 48.50% |
| October 31, 2020 | 48.50% |
| September 30, 2020 | 49.10% |
| August 31, 2020 | 49.70% |
| July 31, 2020 | 49.70% |
| June 30, 2020 | 49.70% |
| May 31, 2020 | 50.50% |
| April 30, 2020 | 50.50% |
| March 31, 2020 | 50.50% |
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
47.70%
Minimum
Dec 2020
91.03%
Maximum
Apr 2024
61.02%
Average
65.52%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Genasys Inc | 81.10% |
| Cognex Corp | 62.68% |
| Electro-Sensors Inc | 59.29% |
| Frequency Electronics Inc | 62.46% |
| Know Labs Inc | 94.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.48 |
| Beta (5Y) | 0.1092 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.40% |
| Historical Sharpe Ratio (5Y) | -0.354 |
| Historical Sortino (5Y) | -0.5089 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.15% |