ScanSource Inc (SCSC)
49.86
+0.72
(+1.47%)
USD |
NASDAQ |
Nov 21, 16:00
49.86
0.00 (0.00%)
After-Hours: 20:00
ScanSource Max Drawdown (5Y): 67.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.54% |
| September 30, 2024 | 67.54% |
| August 31, 2024 | 67.54% |
| July 31, 2024 | 67.54% |
| June 30, 2024 | 67.54% |
| May 31, 2024 | 67.54% |
| April 30, 2024 | 67.54% |
| March 31, 2024 | 67.54% |
| February 29, 2024 | 67.54% |
| January 31, 2024 | 67.54% |
| December 31, 2023 | 67.54% |
| November 30, 2023 | 67.54% |
| October 31, 2023 | 67.54% |
| September 30, 2023 | 67.54% |
| August 31, 2023 | 67.54% |
| July 31, 2023 | 67.54% |
| June 30, 2023 | 67.54% |
| May 31, 2023 | 67.54% |
| April 30, 2023 | 67.54% |
| March 31, 2023 | 67.54% |
| February 28, 2023 | 67.54% |
| January 31, 2023 | 67.54% |
| December 31, 2022 | 67.54% |
| November 30, 2022 | 67.54% |
| October 31, 2022 | 67.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.54% |
| August 31, 2022 | 67.54% |
| July 31, 2022 | 67.54% |
| June 30, 2022 | 67.54% |
| May 31, 2022 | 67.54% |
| April 30, 2022 | 67.54% |
| March 31, 2022 | 67.54% |
| February 28, 2022 | 67.54% |
| January 31, 2022 | 67.54% |
| December 31, 2021 | 67.54% |
| November 30, 2021 | 67.54% |
| October 31, 2021 | 67.54% |
| September 30, 2021 | 67.54% |
| August 31, 2021 | 67.54% |
| July 31, 2021 | 67.54% |
| June 30, 2021 | 67.54% |
| May 31, 2021 | 67.54% |
| April 30, 2021 | 67.54% |
| March 31, 2021 | 67.54% |
| February 28, 2021 | 67.54% |
| January 31, 2021 | 67.54% |
| December 31, 2020 | 67.54% |
| November 30, 2020 | 67.54% |
| October 31, 2020 | 67.54% |
| September 30, 2020 | 67.54% |
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
39.98%
Minimum
Nov 2019
67.54%
Maximum
Mar 2020
65.70%
Average
67.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cognizant Technology Solutions Corp | 49.77% |
| ExlService Holdings Inc | 46.23% |
| Castellum Inc | 99.67% |
| BM Technologies Inc | 91.84% |
| Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.10 |
| Beta (5Y) | 1.421 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.44% |
| Historical Sharpe Ratio (5Y) | 0.08 |
| Historical Sortino (5Y) | 0.1177 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.28% |