Semler Scientific Inc (SMLR)
26.61
+0.50
(+1.92%)
USD |
NASDAQ |
Apr 29, 16:00
26.44
-0.17
(-0.64%)
After-Hours: 20:00
Semler Scientific Max Drawdown (5Y): 87.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 87.15% |
February 29, 2024 | 87.15% |
January 31, 2024 | 87.15% |
December 31, 2023 | 87.15% |
November 30, 2023 | 87.15% |
October 31, 2023 | 87.15% |
September 30, 2023 | 87.15% |
August 31, 2023 | 87.15% |
July 31, 2023 | 87.15% |
June 30, 2023 | 87.15% |
May 31, 2023 | 87.15% |
April 30, 2023 | 87.15% |
March 31, 2023 | 87.15% |
February 28, 2023 | 86.05% |
January 31, 2023 | 81.50% |
December 31, 2022 | 81.50% |
November 30, 2022 | 81.50% |
October 31, 2022 | 81.50% |
September 30, 2022 | 81.50% |
August 31, 2022 | 81.50% |
July 31, 2022 | 81.50% |
June 30, 2022 | 81.43% |
May 31, 2022 | 81.43% |
April 30, 2022 | 71.84% |
March 31, 2022 | 71.84% |
Date | Value |
---|---|
February 28, 2022 | 60.71% |
January 31, 2022 | 64.29% |
December 31, 2021 | 67.14% |
November 30, 2021 | 67.86% |
October 31, 2021 | 79.29% |
September 30, 2021 | 80.00% |
August 31, 2021 | 80.00% |
July 31, 2021 | 80.00% |
June 30, 2021 | 80.00% |
May 31, 2021 | 80.00% |
April 30, 2021 | 80.00% |
March 31, 2021 | 80.57% |
February 28, 2021 | 80.57% |
January 31, 2021 | 80.57% |
December 31, 2020 | 80.57% |
November 30, 2020 | 80.57% |
October 31, 2020 | 80.57% |
September 30, 2020 | 80.57% |
August 31, 2020 | 80.57% |
July 31, 2020 | 80.57% |
June 30, 2020 | 80.57% |
May 31, 2020 | 80.57% |
April 30, 2020 | 80.57% |
March 31, 2020 | 80.57% |
February 29, 2020 | 80.57% |
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
60.71%
Minimum
Feb 2022
87.15%
Maximum
Mar 2023
80.82%
Average
80.57%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Perspective Therapeutics Inc | 91.70% |
Retractable Technologies Inc | 95.49% |
Xtant Medical Holdings Inc | 98.66% |
Asensus Surgical Inc | 99.68% |
Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.95 |
Beta (5Y) | 0.8898 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.73% |
Historical Sharpe Ratio (5Y) | -0.1513 |
Historical Sortino (5Y) | -0.2075 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.62% |