SecureWorks Corp (SCWX)
5.88
-0.02
(-0.34%)
USD |
NASDAQ |
May 03, 16:00
5.90
+0.02
(+0.34%)
After-Hours: 20:00
SecureWorks Max Drawdown (5Y): 79.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.96% |
March 31, 2024 | 79.96% |
February 29, 2024 | 79.96% |
January 31, 2024 | 79.96% |
December 31, 2023 | 79.96% |
November 30, 2023 | 79.96% |
October 31, 2023 | 79.96% |
September 30, 2023 | 79.96% |
August 31, 2023 | 79.96% |
July 31, 2023 | 79.96% |
June 30, 2023 | 79.96% |
May 31, 2023 | 79.96% |
April 30, 2023 | 79.96% |
March 31, 2023 | 79.96% |
February 28, 2023 | 79.96% |
January 31, 2023 | 79.96% |
December 31, 2022 | 79.96% |
November 30, 2022 | 76.25% |
October 31, 2022 | 73.13% |
September 30, 2022 | 70.06% |
August 31, 2022 | 64.35% |
July 31, 2022 | 64.35% |
June 30, 2022 | 64.35% |
May 31, 2022 | 64.21% |
April 30, 2022 | 64.21% |
Date | Value |
---|---|
March 31, 2022 | 64.21% |
February 28, 2022 | 64.21% |
January 31, 2022 | 64.21% |
December 31, 2021 | 64.21% |
November 30, 2021 | 64.21% |
October 31, 2021 | 64.21% |
September 30, 2021 | 64.21% |
August 31, 2021 | 64.21% |
July 31, 2021 | 64.21% |
June 30, 2021 | 64.21% |
May 31, 2021 | 64.21% |
April 30, 2021 | 64.21% |
March 31, 2021 | 64.21% |
February 28, 2021 | 64.21% |
January 31, 2021 | 64.21% |
December 31, 2020 | 64.21% |
November 30, 2020 | 64.21% |
October 31, 2020 | 64.21% |
September 30, 2020 | 64.21% |
August 31, 2020 | 64.21% |
July 31, 2020 | 64.21% |
June 30, 2020 | 64.21% |
May 31, 2020 | 64.21% |
April 30, 2020 | 64.21% |
March 31, 2020 | 64.21% |
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
48.42%
Minimum
May 2019
79.96%
Maximum
Dec 2022
67.41%
Average
64.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
American Software Inc | 68.64% |
Issuer Direct Corp | 64.52% |
WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.80 |
Beta (5Y) | 0.9919 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.92% |
Historical Sharpe Ratio (5Y) | -0.4467 |
Historical Sortino (5Y) | -0.9249 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.08% |