SP Plus Corp (SP)
51.10
0.00 (0.00%)
USD |
NASDAQ |
Apr 25, 12:40
SP Plus Max Drawdown (5Y): 66.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 66.01% |
February 29, 2024 | 66.01% |
January 31, 2024 | 66.01% |
December 31, 2023 | 66.01% |
November 30, 2023 | 66.01% |
October 31, 2023 | 66.01% |
September 30, 2023 | 66.01% |
August 31, 2023 | 66.01% |
July 31, 2023 | 66.01% |
June 30, 2023 | 66.01% |
May 31, 2023 | 66.01% |
April 30, 2023 | 66.01% |
March 31, 2023 | 66.01% |
February 28, 2023 | 66.01% |
January 31, 2023 | 66.01% |
December 31, 2022 | 66.01% |
November 30, 2022 | 66.01% |
October 31, 2022 | 66.01% |
September 30, 2022 | 66.01% |
August 31, 2022 | 66.01% |
July 31, 2022 | 66.01% |
June 30, 2022 | 66.01% |
May 31, 2022 | 66.01% |
April 30, 2022 | 66.01% |
March 31, 2022 | 66.01% |
Date | Value |
---|---|
February 28, 2022 | 66.01% |
January 31, 2022 | 66.01% |
December 31, 2021 | 66.01% |
November 30, 2021 | 66.01% |
October 31, 2021 | 66.01% |
September 30, 2021 | 66.01% |
August 31, 2021 | 66.01% |
July 31, 2021 | 66.01% |
June 30, 2021 | 66.01% |
May 31, 2021 | 66.01% |
April 30, 2021 | 66.01% |
March 31, 2021 | 66.01% |
February 28, 2021 | 66.01% |
January 31, 2021 | 66.01% |
December 31, 2020 | 66.01% |
November 30, 2020 | 66.01% |
October 31, 2020 | 66.01% |
September 30, 2020 | 66.01% |
August 31, 2020 | 66.01% |
July 31, 2020 | 66.01% |
June 30, 2020 | 64.03% |
May 31, 2020 | 64.03% |
April 30, 2020 | 63.17% |
March 31, 2020 | 63.17% |
February 29, 2020 | 33.69% |
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
33.69%
Minimum
Apr 2019
66.01%
Maximum
Jul 2020
59.92%
Average
66.01%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Verra Mobility Corp | 65.65% |
Mobile Infrastructure Corp | -- |
Team Inc | 98.42% |
Xometry Inc | -- |
LegalZoom.com Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.055 |
Beta (5Y) | 1.221 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.86% |
Historical Sharpe Ratio (5Y) | 0.147 |
Historical Sortino (5Y) | 0.2029 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |