The E W Scripps Co (SSP)
4.01
+0.04
(+1.01%)
USD |
NASDAQ |
Mar 28, 11:44
E W Scripps Max Drawdown (5Y): 83.66% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 76.85% |
July 31, 2020 | 76.85% |
June 30, 2020 | 76.85% |
May 31, 2020 | 76.85% |
April 30, 2020 | 76.85% |
March 31, 2020 | 70.43% |
February 29, 2020 | 58.83% |
January 31, 2020 | 58.83% |
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
Mar 2019
83.66%
Maximum
Feb 2024
73.43%
Average
76.85%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
FuboTV Inc | 100.00% |
Tegna Inc | 45.66% |
Gray Television Inc | 71.10% |
Loop Media Inc | 98.85% |
CuriosityStream Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -54.58 |
Beta (5Y) | 1.940 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.24% |
Historical Sharpe Ratio (5Y) | -0.5192 |
Historical Sortino (5Y) | -0.8052 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.00% |