Smith Micro Software Inc (SMSI)
0.7895
-0.02
(-2.53%)
USD |
NASDAQ |
Nov 04, 12:55
Smith Micro Software Max Drawdown (5Y): 99.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.17% |
| September 30, 2024 | 99.17% |
| August 31, 2024 | 99.05% |
| July 31, 2024 | 96.92% |
| June 30, 2024 | 96.92% |
| May 31, 2024 | 96.92% |
| April 30, 2024 | 96.92% |
| March 31, 2024 | 95.76% |
| February 29, 2024 | 95.16% |
| January 31, 2024 | 91.36% |
| December 31, 2023 | 91.36% |
| November 30, 2023 | 91.36% |
| October 31, 2023 | 87.28% |
| September 30, 2023 | 87.28% |
| August 31, 2023 | 87.28% |
| July 31, 2023 | 87.28% |
| June 30, 2023 | 87.28% |
| May 31, 2023 | 87.28% |
| April 30, 2023 | 87.28% |
| March 31, 2023 | 87.28% |
| February 28, 2023 | 82.44% |
| January 31, 2023 | 83.37% |
| December 31, 2022 | 84.71% |
| November 30, 2022 | 84.71% |
| October 31, 2022 | 84.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.71% |
| August 31, 2022 | 84.71% |
| July 31, 2022 | 88.53% |
| June 30, 2022 | 89.57% |
| May 31, 2022 | 90.91% |
| April 30, 2022 | 90.91% |
| March 31, 2022 | 90.91% |
| February 28, 2022 | 90.91% |
| January 31, 2022 | 91.44% |
| December 31, 2021 | 91.44% |
| November 30, 2021 | 91.44% |
| October 31, 2021 | 91.44% |
| September 30, 2021 | 91.44% |
| August 31, 2021 | 91.44% |
| July 31, 2021 | 91.44% |
| June 30, 2021 | 91.44% |
| May 31, 2021 | 91.44% |
| April 30, 2021 | 91.44% |
| March 31, 2021 | 91.44% |
| February 28, 2021 | 91.44% |
| January 31, 2021 | 91.44% |
| December 31, 2020 | 91.44% |
| November 30, 2020 | 93.88% |
| October 31, 2020 | 94.52% |
| September 30, 2020 | 94.52% |
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
82.44%
Minimum
Feb 2023
99.17%
Maximum
Sep 2024
91.71%
Average
91.44%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Procore Technologies Inc | -- |
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -66.03 |
| Beta (5Y) | 0.7304 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.53% |
| Historical Sharpe Ratio (5Y) | -0.6943 |
| Historical Sortino (5Y) | -1.010 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 47.37% |