Staffing 360 Solutions Inc (STAF)
2.48
+0.09
(+3.77%)
USD |
NASDAQ |
Nov 22, 14:02
Staffing 360 Solutions Max Drawdown (5Y): 99.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.86% |
| September 30, 2024 | 99.86% |
| August 31, 2024 | 99.86% |
| July 31, 2024 | 99.82% |
| June 30, 2024 | 99.81% |
| May 31, 2024 | 99.80% |
| April 30, 2024 | 99.80% |
| March 31, 2024 | 99.80% |
| February 29, 2024 | 99.80% |
| January 31, 2024 | 99.80% |
| December 31, 2023 | 99.80% |
| November 30, 2023 | 99.80% |
| October 31, 2023 | 99.80% |
| September 30, 2023 | 99.80% |
| August 31, 2023 | 99.80% |
| July 31, 2023 | 99.80% |
| June 30, 2023 | 99.80% |
| May 31, 2023 | 99.69% |
| April 30, 2023 | 99.61% |
| March 31, 2023 | 99.57% |
| February 28, 2023 | 99.44% |
| January 31, 2023 | 99.29% |
| December 31, 2022 | 99.29% |
| November 30, 2022 | 99.29% |
| October 31, 2022 | 99.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.14% |
| August 31, 2022 | 99.14% |
| July 31, 2022 | 99.14% |
| June 30, 2022 | 99.14% |
| May 31, 2022 | 99.14% |
| April 30, 2022 | 99.14% |
| March 31, 2022 | 99.14% |
| February 28, 2022 | 99.14% |
| January 31, 2022 | 99.14% |
| December 31, 2021 | 99.14% |
| November 30, 2021 | 99.14% |
| October 31, 2021 | 99.14% |
| September 30, 2021 | 99.14% |
| August 31, 2021 | 99.14% |
| July 31, 2021 | 99.14% |
| June 30, 2021 | 99.14% |
| May 31, 2021 | 99.14% |
| April 30, 2021 | 99.14% |
| March 31, 2021 | 99.14% |
| February 28, 2021 | 99.14% |
| January 31, 2021 | 99.14% |
| December 31, 2020 | 99.14% |
| November 30, 2020 | 99.14% |
| October 31, 2020 | 99.14% |
| September 30, 2020 | 99.14% |
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
98.22%
Minimum
Nov 2019
99.86%
Maximum
Aug 2024
99.31%
Average
99.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Heidrick & Struggles International Inc | 57.86% |
| GEE Group Inc | 98.33% |
| Kelly Services Inc | 66.08% |
| Mastech Digital Inc | 74.78% |
| HireQuest Inc | 58.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -77.49 |
| Beta (5Y) | 0.5028 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.4% |
| Historical Sharpe Ratio (5Y) | -0.707 |
| Historical Sortino (5Y) | -1.583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.14% |