Scienture Holdings Inc (SCNX)
7.54
-0.56
(-6.91%)
USD |
NASDAQ |
Nov 22, 16:00
7.50
-0.04
(-0.53%)
After-Hours: 20:00
Scienture Holdings Max Drawdown (5Y): 97.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.37% |
| September 30, 2024 | 97.37% |
| August 31, 2024 | 97.37% |
| July 31, 2024 | 97.37% |
| June 30, 2024 | 97.37% |
| May 31, 2024 | 97.37% |
| April 30, 2024 | 97.37% |
| March 31, 2024 | 97.37% |
| February 29, 2024 | 97.37% |
| January 31, 2024 | 97.37% |
| December 31, 2023 | 97.37% |
| November 30, 2023 | 97.37% |
| October 31, 2023 | 97.37% |
| September 30, 2023 | 97.37% |
| August 31, 2023 | 97.37% |
| July 31, 2023 | 97.37% |
| June 30, 2023 | 97.37% |
| May 31, 2023 | 97.37% |
| April 30, 2023 | 97.37% |
| March 31, 2023 | 97.08% |
| February 28, 2023 | 97.25% |
| January 31, 2023 | 97.25% |
| December 31, 2022 | 97.25% |
| November 30, 2022 | 97.25% |
| October 31, 2022 | 97.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.25% |
| August 31, 2022 | 97.25% |
| July 31, 2022 | 97.25% |
| June 30, 2022 | 97.25% |
| May 31, 2022 | 97.25% |
| April 30, 2022 | 97.25% |
| March 31, 2022 | 97.25% |
| February 28, 2022 | 97.25% |
| January 31, 2022 | 97.25% |
| December 31, 2021 | 97.25% |
| November 30, 2021 | 97.25% |
| October 31, 2021 | 97.25% |
| September 30, 2021 | 97.25% |
| August 31, 2021 | 97.25% |
| July 31, 2021 | 97.25% |
| June 30, 2021 | 97.25% |
| May 31, 2021 | 97.25% |
| April 30, 2021 | 97.25% |
| March 31, 2021 | 97.25% |
| February 28, 2021 | 97.25% |
| January 31, 2021 | 97.25% |
| December 31, 2020 | 97.25% |
| November 30, 2020 | 97.25% |
| October 31, 2020 | 97.25% |
| September 30, 2020 | 98.00% |
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
97.08%
Minimum
Mar 2023
98.97%
Maximum
Nov 2019
97.48%
Average
97.31%
Median
Max Drawdown (5Y) Benchmarks
| HealthStream Inc | 42.70% |
| HealthEquity Inc | 60.65% |
| Accolade Inc | -- |
| Simulations Plus Inc | 69.01% |
| Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.44 |
| Beta (5Y) | 2.319 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 206.0% |
| Historical Sharpe Ratio (5Y) | -0.1626 |
| Historical Sortino (5Y) | -0.7474 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 39.48% |