The E W Scripps Co (SSP)
2.24
-0.03
(-1.33%)
USD |
NASDAQ |
Nov 05, 09:51
E W Scripps Max Drawdown (5Y): 92.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 92.89% |
September 30, 2024 | 92.89% |
August 31, 2024 | 91.90% |
July 31, 2024 | 91.70% |
June 30, 2024 | 91.70% |
May 31, 2024 | 89.91% |
April 30, 2024 | 87.14% |
March 31, 2024 | 85.72% |
February 29, 2024 | 83.66% |
January 31, 2024 | 79.45% |
December 31, 2023 | 79.45% |
November 30, 2023 | 79.45% |
October 31, 2023 | 79.45% |
September 30, 2023 | 77.48% |
August 31, 2023 | 76.85% |
July 31, 2023 | 76.85% |
June 30, 2023 | 76.85% |
May 31, 2023 | 76.85% |
April 30, 2023 | 76.85% |
March 31, 2023 | 76.85% |
February 28, 2023 | 76.85% |
January 31, 2023 | 76.85% |
December 31, 2022 | 76.85% |
November 30, 2022 | 76.85% |
October 31, 2022 | 76.85% |
Date | Value |
---|---|
September 30, 2022 | 76.85% |
August 31, 2022 | 76.85% |
July 31, 2022 | 76.85% |
June 30, 2022 | 76.85% |
May 31, 2022 | 76.85% |
April 30, 2022 | 76.85% |
March 31, 2022 | 76.85% |
February 28, 2022 | 76.85% |
January 31, 2022 | 76.85% |
December 31, 2021 | 76.85% |
November 30, 2021 | 76.85% |
October 31, 2021 | 76.85% |
September 30, 2021 | 76.85% |
August 31, 2021 | 76.85% |
July 31, 2021 | 76.85% |
June 30, 2021 | 76.85% |
May 31, 2021 | 76.85% |
April 30, 2021 | 76.85% |
March 31, 2021 | 76.85% |
February 28, 2021 | 76.85% |
January 31, 2021 | 76.85% |
December 31, 2020 | 76.85% |
November 30, 2020 | 76.85% |
October 31, 2020 | 76.85% |
September 30, 2020 | 76.85% |
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
58.83%
Minimum
Nov 2019
92.89%
Maximum
Sep 2024
77.65%
Average
76.85%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Sinclair Inc | 81.30% |
Gray Television Inc | 72.48% |
Tegna Inc | 45.66% |
Nexstar Media Group Inc | 64.56% |
CuriosityStream Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -47.73 |
Beta (5Y) | 1.663 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.61% |
Historical Sharpe Ratio (5Y) | -0.3884 |
Historical Sortino (5Y) | -0.6248 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.06% |