Staffing 360 Solutions Inc (STAF)
0.2656
+0.01
(+5.23%)
USD |
NASDAQ |
Apr 30, 15:28
Staffing 360 Solutions Max Drawdown (5Y): 99.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 99.74% |
| February 29, 2024 | 99.74% |
| January 31, 2024 | 99.72% |
| December 31, 2023 | 99.68% |
| November 30, 2023 | 99.68% |
| October 31, 2023 | 99.65% |
| September 30, 2023 | 99.61% |
| August 31, 2023 | 99.61% |
| July 31, 2023 | 99.61% |
| June 30, 2023 | 99.61% |
| May 31, 2023 | 99.61% |
| 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 | 99.22% |
| September 30, 2022 | 99.22% |
| August 31, 2022 | 99.22% |
| July 31, 2022 | 99.22% |
| June 30, 2022 | 99.22% |
| May 31, 2022 | 99.22% |
| April 30, 2022 | 99.22% |
| March 31, 2022 | 99.22% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.22% |
| January 31, 2022 | 99.22% |
| December 31, 2021 | 99.22% |
| November 30, 2021 | 99.22% |
| October 31, 2021 | 99.22% |
| September 30, 2021 | 99.22% |
| August 31, 2021 | 99.22% |
| July 31, 2021 | 99.22% |
| June 30, 2021 | 99.22% |
| May 31, 2021 | 99.22% |
| April 30, 2021 | 99.22% |
| March 31, 2021 | 99.22% |
| February 28, 2021 | 99.22% |
| January 31, 2021 | 99.22% |
| December 31, 2020 | 99.22% |
| November 30, 2020 | 99.22% |
| October 31, 2020 | 99.22% |
| September 30, 2020 | 99.22% |
| August 31, 2020 | 99.22% |
| July 31, 2020 | 99.22% |
| June 30, 2020 | 99.22% |
| May 31, 2020 | 99.22% |
| April 30, 2020 | 99.22% |
| March 31, 2020 | 99.22% |
| February 29, 2020 | 98.86% |
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
98.86%
Minimum
Apr 2019
99.74%
Maximum
Feb 2024
99.25%
Average
99.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Korn Ferry | 67.07% |
| Heidrick & Struggles International Inc | 57.86% |
| GEE Group Inc | 98.33% |
| Kelly Services Inc | 66.08% |
| Mastech Digital Inc | 72.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -76.97 |
| Beta (5Y) | 0.5364 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.42% |
| Historical Sharpe Ratio (5Y) | -0.7257 |
| Historical Sortino (5Y) | -1.629 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.29% |