Simulations Plus Inc (SLP)
30.45
-1.41
(-4.43%)
USD |
NASDAQ |
Nov 14, 12:05
Simulations Plus Max Drawdown (5Y): 69.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.01% |
| September 30, 2024 | 65.33% |
| August 31, 2024 | 62.25% |
| July 31, 2024 | 62.25% |
| June 30, 2024 | 62.25% |
| May 31, 2024 | 62.25% |
| April 30, 2024 | 62.25% |
| March 31, 2024 | 62.25% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
69.01%
Maximum
Oct 2024
53.52%
Average
58.95%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
| Nano Mobile Healthcare Inc | 99.95% |
| Optimus Healthcare Svcs Inc | 98.84% |
| ORHub Inc | 99.37% |
| Veeva Systems Inc | 55.69% |
| Schrodinger Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.19 |
| Beta (5Y) | 0.7107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.17% |
| Historical Sharpe Ratio (5Y) | -0.1399 |
| Historical Sortino (5Y) | -0.3292 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.76% |