Scope Industries (SCPJ)
315.00
-10.00
(-3.08%)
USD |
OTCM |
Nov 22, 13:21
Scope Industries Max Drawdown (5Y): 41.50% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 41.50% |
| August 31, 2024 | 41.50% |
| July 31, 2024 | 41.50% |
| June 30, 2024 | 41.50% |
| May 31, 2024 | 41.50% |
| April 30, 2024 | 41.50% |
| March 31, 2024 | 41.50% |
| February 29, 2024 | 41.50% |
| January 31, 2024 | 41.50% |
| December 31, 2023 | 41.50% |
| November 30, 2023 | 41.50% |
| October 31, 2023 | 41.50% |
| September 30, 2023 | 41.50% |
| August 31, 2023 | 41.50% |
| July 31, 2023 | 42.15% |
| June 30, 2023 | 42.15% |
| May 31, 2023 | 42.15% |
| April 30, 2023 | 42.22% |
| March 31, 2023 | 42.55% |
| February 28, 2023 | 48.18% |
| January 31, 2023 | 48.18% |
| December 31, 2022 | 54.28% |
| November 30, 2022 | 54.28% |
| October 31, 2022 | 54.28% |
| September 30, 2022 | 57.32% |
| Date | Value |
|---|---|
| August 31, 2022 | 58.07% |
| July 31, 2022 | 58.36% |
| June 30, 2022 | 61.34% |
| May 31, 2022 | 61.34% |
| April 30, 2022 | 61.34% |
| March 31, 2022 | 61.34% |
| February 28, 2022 | 62.83% |
| January 31, 2022 | 64.91% |
| December 31, 2021 | 66.39% |
| November 30, 2021 | 69.96% |
| October 31, 2021 | 70.71% |
| September 30, 2021 | 71.00% |
| August 31, 2021 | 71.00% |
| July 31, 2021 | 73.23% |
| June 30, 2021 | 73.83% |
| May 31, 2021 | 73.83% |
| April 30, 2021 | 73.83% |
| March 31, 2021 | 73.83% |
| February 28, 2021 | 73.83% |
| January 31, 2021 | 73.83% |
| December 31, 2020 | 73.83% |
| November 30, 2020 | 73.83% |
| October 31, 2020 | 73.83% |
| September 30, 2020 | 73.83% |
| August 31, 2020 | 73.83% |
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
41.50%
Minimum
Aug 2023
73.83%
Maximum
Nov 2019
59.27%
Average
61.34%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.330 |
| Beta (5Y) | 0.3758 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.26% |
| Historical Sharpe Ratio (5Y) | 0.2245 |
| Historical Sortino (5Y) | 0.3331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |