Scott's Liquid Gold Inc (SLGD)
1.01
+0.06
(+6.32%)
USD |
OTCM |
May 22, 16:00
Scott's Liquid Gold Max Drawdown (5Y): 94.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.81% |
| March 31, 2024 | 94.81% |
| February 29, 2024 | 94.81% |
| January 31, 2024 | 94.81% |
| December 31, 2023 | 94.81% |
| November 30, 2023 | 94.81% |
| October 31, 2023 | 94.81% |
| September 30, 2023 | 94.81% |
| August 31, 2023 | 94.81% |
| July 31, 2023 | 94.81% |
| June 30, 2023 | 94.81% |
| May 31, 2023 | 94.81% |
| April 30, 2023 | 94.81% |
| March 31, 2023 | 94.81% |
| February 28, 2023 | 94.81% |
| January 31, 2023 | 94.81% |
| December 31, 2022 | 94.75% |
| November 30, 2022 | 94.48% |
| October 31, 2022 | 94.48% |
| September 30, 2022 | 90.88% |
| August 31, 2022 | 84.94% |
| July 31, 2022 | 84.94% |
| June 30, 2022 | 80.64% |
| May 31, 2022 | 79.01% |
| April 30, 2022 | 73.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.76% |
| February 28, 2022 | 73.76% |
| January 31, 2022 | 73.76% |
| December 31, 2021 | 73.76% |
| November 30, 2021 | 73.76% |
| October 31, 2021 | 73.76% |
| September 30, 2021 | 73.76% |
| August 31, 2021 | 73.76% |
| July 31, 2021 | 73.76% |
| June 30, 2021 | 73.76% |
| May 31, 2021 | 73.76% |
| April 30, 2021 | 73.76% |
| March 31, 2021 | 73.76% |
| February 28, 2021 | 73.76% |
| January 31, 2021 | 73.76% |
| December 31, 2020 | 73.76% |
| November 30, 2020 | 73.76% |
| October 31, 2020 | 73.76% |
| September 30, 2020 | 73.76% |
| August 31, 2020 | 73.76% |
| July 31, 2020 | 73.76% |
| June 30, 2020 | 73.76% |
| May 31, 2020 | 73.76% |
| April 30, 2020 | 73.76% |
| March 31, 2020 | 73.76% |
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
48.90%
Minimum
May 2019
94.81%
Maximum
Jan 2023
80.42%
Average
73.76%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| The Estee Lauder Companies Inc | 71.33% |
| Edgewell Personal Care Co | 80.21% |
| Inter Parfums Inc | 54.94% |
| United-Guardian Inc | 76.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.62 |
| Beta (5Y) | 1.577 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.5% |
| Historical Sharpe Ratio (5Y) | -0.1694 |
| Historical Sortino (5Y) | -0.4391 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.77% |