System1, Inc. (SST)
2.44
-0.20
(-7.58%)
USD |
NYSE |
Oct 02, 16:00
2.45
+0.01
(+0.41%)
After-Hours: 20:00
System1 Max Drawdown (5Y) : 99.49% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 99.49% |
| August 31, 2026 | 99.49% |
| July 31, 2026 | 99.49% |
| June 30, 2026 | 99.49% |
| May 31, 2026 | 99.49% |
| April 30, 2026 | 99.49% |
| March 31, 2026 | 99.49% |
| February 28, 2026 | 98.92% |
| January 31, 2026 | 98.92% |
| December 31, 2025 | 98.92% |
| November 30, 2025 | 98.92% |
| October 31, 2025 | 98.92% |
| September 30, 2025 | 98.92% |
| August 31, 2025 | 98.92% |
| July 31, 2025 | 98.92% |
| June 30, 2025 | 98.92% |
| May 31, 2025 | 98.92% |
| April 30, 2025 | 98.92% |
| March 31, 2025 | 98.60% |
| February 28, 2025 | 98.02% |
| January 31, 2025 | 97.72% |
| December 31, 2024 | 96.89% |
| November 30, 2024 | 96.48% |
| October 31, 2024 | 96.34% |
| September 30, 2024 | 96.08% |
| Date | Value |
|---|---|
| August 31, 2024 | 96.08% |
| July 31, 2024 | 95.82% |
| June 30, 2024 | 95.82% |
| May 31, 2024 | 95.82% |
| April 30, 2024 | 95.82% |
| March 31, 2024 | 95.82% |
| February 29, 2024 | 95.82% |
| January 31, 2024 | 95.82% |
| December 31, 2023 | 95.82% |
| November 30, 2023 | 95.82% |
| October 31, 2023 | 95.82% |
| September 30, 2023 | 95.82% |
| August 31, 2023 | 93.81% |
| July 31, 2023 | 90.04% |
| June 30, 2023 | 89.26% |
| May 31, 2023 | 89.26% |
| April 30, 2023 | 89.26% |
| March 31, 2023 | 87.58% |
| February 28, 2023 | 86.24% |
| January 31, 2023 | 86.24% |
| December 31, 2022 | 86.24% |
| November 30, 2022 | 86.24% |
| October 31, 2022 | 80.68% |
| September 30, 2022 | 76.54% |
| August 31, 2022 | 74.00% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| REAC Group, Inc. | 100.0% |
| BILI Social International, Inc. | 98.81% |
| QuinStreet, Inc. | 72.05% |
| IZEA Worldwide, Inc. | 93.90% |
| Trump Media & Technology Group Corp. | 92.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -71.60 |
| Beta (5Y) | 1.616 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 106.2% |
| Historical Sharpe Ratio (5Y) | -0.5219 |
| Historical Sortino (5Y) | -1.155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.82% |