Simulations Plus Inc (SLP)
41.10
-0.25
(-0.60%)
USD |
NASDAQ |
Mar 28, 16:00
41.11
+0.01
(+0.02%)
After-Hours: 20:00
Simulations Plus Max Drawdown (5Y): 62.25% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 62.25% |
January 31, 2024 | 62.25% |
December 31, 2023 | 62.25% |
November 30, 2023 | 62.25% |
October 31, 2023 | 62.25% |
September 30, 2023 | 60.60% |
August 31, 2023 | 60.60% |
July 31, 2023 | 60.60% |
June 30, 2023 | 60.60% |
May 31, 2023 | 60.60% |
April 30, 2023 | 60.60% |
March 31, 2023 | 60.60% |
February 28, 2023 | 60.60% |
January 31, 2023 | 60.60% |
December 31, 2022 | 58.95% |
November 30, 2022 | 58.95% |
October 31, 2022 | 58.95% |
September 30, 2022 | 58.95% |
August 31, 2022 | 58.95% |
July 31, 2022 | 58.95% |
June 30, 2022 | 58.95% |
May 31, 2022 | 58.95% |
April 30, 2022 | 58.95% |
March 31, 2022 | 58.95% |
February 28, 2022 | 58.95% |
Date | Value |
---|---|
January 31, 2022 | 58.47% |
December 31, 2021 | 58.47% |
November 30, 2021 | 58.47% |
October 31, 2021 | 58.47% |
September 30, 2021 | 56.96% |
August 31, 2021 | 52.94% |
July 31, 2021 | 51.51% |
June 30, 2021 | 44.47% |
May 31, 2021 | 44.47% |
April 30, 2021 | 35.60% |
March 31, 2021 | 39.91% |
February 28, 2021 | 39.91% |
January 31, 2021 | 39.91% |
December 31, 2020 | 39.91% |
November 30, 2020 | 39.91% |
October 31, 2020 | 39.91% |
September 30, 2020 | 39.91% |
August 31, 2020 | 39.91% |
July 31, 2020 | 39.91% |
June 30, 2020 | 39.91% |
May 31, 2020 | 39.91% |
April 30, 2020 | 39.91% |
March 31, 2020 | 39.91% |
February 29, 2020 | 39.91% |
January 31, 2020 | 39.91% |
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
35.60%
Minimum
Apr 2021
62.25%
Maximum
Oct 2023
50.38%
Average
54.95%
Median
Max Drawdown (5Y) Benchmarks
Nano Mobile Healthcare Inc | 99.99% |
Optimus Healthcare Svcs Inc | 97.58% |
ORHub Inc | 99.37% |
Veeva Systems Inc | 55.69% |
Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.532 |
Beta (5Y) | 0.7261 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.05% |
Historical Sharpe Ratio (5Y) | 0.2711 |
Historical Sortino (5Y) | 0.6346 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.76% |