Spok Holdings Inc (SPOK)

15.96 +0.28 (+1.79%) USD  |  NASDAQ  |  Dec 24, 16:00
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Spok Holdings Max Drawdown (5Y): 61.03% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Performant Healthcare Inc 88.55%
Ontrak Inc 99.98%
DarioHealth Corp 98.20%
National Research Corp 72.54%
FOXO Technologies Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.782
Beta (5Y) 0.3337
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.39%
Historical Sharpe Ratio (5Y) 0.3741
Historical Sortino (5Y) 0.772
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.23%