Semler Scientific Inc (SMLR)
36.86
-0.06
(-0.16%)
USD |
NASDAQ |
Mar 28, 16:00
35.41
-1.45
(-3.93%)
Pre-Market: 20:00
Semler Scientific Max Drawdown (5Y): 87.15% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 97.34% |
| Xtant Medical Holdings Inc | 98.84% |
| VolitionRX Ltd | 92.25% |
| Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.72 |
| Beta (5Y) | 1.331 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.40% |
| Historical Sharpe Ratio (5Y) | -0.0841 |
| Historical Sortino (5Y) | -0.1588 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.45% |