S4 Capital Plc (SCPPF)
0.6613
-0.02
(-3.59%)
USD |
OTCM |
Aug 24, 16:00
S4 Capital Max Drawdown (5Y) : 98.31% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 98.31% |
| June 30, 2026 | 98.31% |
| May 31, 2026 | 98.31% |
| April 30, 2026 | 98.31% |
| March 31, 2026 | 98.31% |
| February 28, 2026 | 98.31% |
| January 31, 2026 | 98.31% |
| December 31, 2025 | 98.31% |
| November 30, 2025 | 98.16% |
| October 31, 2025 | 97.85% |
| September 30, 2025 | 97.85% |
| August 31, 2025 | 97.62% |
| July 31, 2025 | 97.42% |
| June 30, 2025 | 97.36% |
| May 31, 2025 | 97.36% |
| April 30, 2025 | 97.07% |
| March 31, 2025 | 96.93% |
| February 28, 2025 | 96.93% |
| January 31, 2025 | 96.90% |
| December 31, 2024 | 96.80% |
| November 30, 2024 | 96.78% |
| October 31, 2024 | 96.31% |
| September 30, 2024 | 96.31% |
| August 31, 2024 | 96.31% |
| July 31, 2024 | 96.31% |
| Date | Value |
|---|---|
| June 30, 2024 | 96.31% |
| May 31, 2024 | 96.31% |
| April 30, 2024 | 96.31% |
| March 31, 2024 | 96.31% |
| February 29, 2024 | 96.24% |
| January 31, 2024 | 96.24% |
| December 31, 2023 | 95.27% |
| November 30, 2023 | 95.27% |
| October 31, 2023 | 94.23% |
| September 30, 2023 | 93.72% |
| August 31, 2023 | 90.53% |
| July 31, 2023 | 88.82% |
| June 30, 2023 | 88.82% |
| May 31, 2023 | 88.69% |
| April 30, 2023 | 88.69% |
| March 31, 2023 | 88.69% |
| February 28, 2023 | 88.69% |
| January 31, 2023 | 88.69% |
| December 31, 2022 | 88.69% |
| November 30, 2022 | 88.69% |
| October 31, 2022 | 88.69% |
| September 30, 2022 | 88.69% |
| August 31, 2022 | 88.69% |
| July 31, 2022 | 88.69% |
| June 30, 2022 | 76.90% |
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
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Minimum
--
Maximum
--
Average
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Median
Max Drawdown (5Y) Benchmarks
| WPP Plc | 77.62% |
| Mirriad Advertising Plc | 99.99% |
| The Pebble Group Plc | -- |
| Next 15 Group Plc | 79.00% |
| Omnicom Group, Inc. | 33.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.56 |
| Beta (5Y) | 0.9814 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.88% |
| Historical Sharpe Ratio (5Y) | -0.6706 |
| Historical Sortino (5Y) | -1.378 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.95% |