Scope Industries (SCPJ)

305.00 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Scope Industries Max Drawdown (5Y): 42.97% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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LifeQuest World Corp 99.63%
Energy And Water Development Corp 100.00%
Deep Green Waste & Recycling Inc 99.99%
Atmus Filtration Technologies Inc --
Quest Resource Holding Corp 89.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.725
Beta (5Y) 0.3582
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.26%
Historical Sharpe Ratio (5Y) 0.2859
Historical Sortino (5Y) 0.421
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.33%