Safeguard Scientifics Inc (SFES)
0.91
+0.01
(+1.11%)
USD |
OTCM |
May 31, 16:00
Safeguard Scientifics Max Drawdown (5Y): 94.36% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 94.36% |
| April 30, 2024 | 94.36% |
| March 31, 2024 | 94.36% |
| February 29, 2024 | 94.36% |
| January 31, 2024 | 91.92% |
| December 31, 2023 | 91.69% |
| November 30, 2023 | 91.69% |
| October 31, 2023 | 91.60% |
| September 30, 2023 | 91.43% |
| August 31, 2023 | 90.49% |
| July 31, 2023 | 88.18% |
| June 30, 2023 | 88.00% |
| May 31, 2023 | 88.00% |
| April 30, 2023 | 88.00% |
| March 31, 2023 | 87.11% |
| February 28, 2023 | 76.64% |
| January 31, 2023 | 76.64% |
| December 31, 2022 | 75.92% |
| November 30, 2022 | 75.19% |
| October 31, 2022 | 75.19% |
| September 30, 2022 | 75.19% |
| August 31, 2022 | 75.19% |
| July 31, 2022 | 75.19% |
| June 30, 2022 | 75.19% |
| May 31, 2022 | 75.19% |
| Date | Value |
|---|---|
| April 30, 2022 | 75.19% |
| March 31, 2022 | 75.19% |
| February 28, 2022 | 75.19% |
| January 31, 2022 | 75.19% |
| December 31, 2021 | 75.19% |
| November 30, 2021 | 75.19% |
| October 31, 2021 | 75.19% |
| September 30, 2021 | 75.19% |
| August 31, 2021 | 75.19% |
| July 31, 2021 | 75.19% |
| June 30, 2021 | 75.19% |
| May 31, 2021 | 75.19% |
| April 30, 2021 | 75.19% |
| March 31, 2021 | 75.19% |
| February 28, 2021 | 75.19% |
| January 31, 2021 | 75.19% |
| December 31, 2020 | 75.19% |
| November 30, 2020 | 75.19% |
| October 31, 2020 | 75.19% |
| September 30, 2020 | 75.19% |
| August 31, 2020 | 75.19% |
| July 31, 2020 | 75.19% |
| June 30, 2020 | 75.19% |
| May 31, 2020 | 75.19% |
| April 30, 2020 | 75.19% |
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
63.87%
Minimum
Jun 2019
94.36%
Maximum
Feb 2024
77.52%
Average
75.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ares Capital Corp | 56.84% |
| Capital Southwest Corp | 61.24% |
| Rand Capital Corp | 56.29% |
| PhenixFIN Corp | 94.46% |
| Cohen & Co Inc | 89.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.94 |
| Beta (5Y) | 0.9625 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.39% |
| Historical Sharpe Ratio (5Y) | -0.8098 |
| Historical Sortino (5Y) | -1.019 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.12% |