Semler Scientific Inc (SMLR)
64.90
-1.53
(-2.30%)
USD |
NASDAQ |
Nov 22, 12:40
Semler Scientific Max Drawdown (5Y): 87.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.15% |
| September 30, 2024 | 87.15% |
| August 31, 2024 | 87.15% |
| July 31, 2024 | 87.15% |
| June 30, 2024 | 87.15% |
| May 31, 2024 | 87.15% |
| April 30, 2024 | 87.15% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| February 28, 2022 | 67.86% |
| January 31, 2022 | 67.86% |
| December 31, 2021 | 79.29% |
| November 30, 2021 | 80.00% |
| October 31, 2021 | 80.00% |
| September 30, 2021 | 80.00% |
| August 31, 2021 | 80.00% |
| July 31, 2021 | 80.00% |
| June 30, 2021 | 80.00% |
| May 31, 2021 | 80.57% |
| April 30, 2021 | 80.57% |
| 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% |
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
67.86%
Minimum
Jan 2022
87.15%
Maximum
Mar 2023
82.20%
Average
81.00%
Median
Max Drawdown (5Y) Benchmarks
| Perspective Therapeutics Inc | 91.70% |
| Retractable Technologies Inc | 96.68% |
| InfuSystems Holdings Inc | 74.69% |
| Xtant Medical Holdings Inc | 98.74% |
| Catheter Precision Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.18 |
| Beta (5Y) | 0.9181 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.93% |
| Historical Sharpe Ratio (5Y) | -0.1693 |
| Historical Sortino (5Y) | -0.2566 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.04% |