The E W Scripps Co (SSP)
1.97
+0.08
(+4.23%)
USD |
NASDAQ |
Nov 21, 16:00
2.09
+0.12
(+6.09%)
Pre-Market: 08:47
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 | 77.12% |
| July 31, 2023 | 77.12% |
| June 30, 2023 | 77.12% |
| May 31, 2023 | 77.12% |
| April 30, 2023 | 77.12% |
| March 31, 2023 | 77.12% |
| February 28, 2023 | 77.12% |
| January 31, 2023 | 77.12% |
| December 31, 2022 | 77.12% |
| November 30, 2022 | 77.12% |
| October 31, 2022 | 77.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.12% |
| August 31, 2022 | 77.12% |
| July 31, 2022 | 77.12% |
| June 30, 2022 | 77.12% |
| May 31, 2022 | 77.12% |
| April 30, 2022 | 77.12% |
| March 31, 2022 | 77.12% |
| February 28, 2022 | 77.12% |
| January 31, 2022 | 77.12% |
| December 31, 2021 | 77.12% |
| November 30, 2021 | 77.12% |
| October 31, 2021 | 77.12% |
| September 30, 2021 | 77.12% |
| August 31, 2021 | 77.12% |
| July 31, 2021 | 77.12% |
| June 30, 2021 | 77.12% |
| May 31, 2021 | 77.12% |
| April 30, 2021 | 77.12% |
| March 31, 2021 | 77.12% |
| February 28, 2021 | 77.12% |
| January 31, 2021 | 77.12% |
| December 31, 2020 | 77.12% |
| November 30, 2020 | 77.12% |
| October 31, 2020 | 77.12% |
| September 30, 2020 | 77.12% |
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
77.87%
Average
77.12%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Gray Television Inc | 72.48% |
| Sinclair Inc | 81.30% |
| Nexstar Media Group Inc | 64.56% |
| Tegna Inc | 45.66% |
| 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% |