Steel Connect Inc (STCN)
12.02
-0.46
(-3.69%)
USD |
NASDAQ |
May 03, 16:00
12.02
0.00 (0.00%)
After-Hours: 20:00
Steel Connect Max Drawdown (5Y): 86.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.42% |
March 31, 2024 | 86.42% |
February 29, 2024 | 86.42% |
January 31, 2024 | 86.42% |
December 31, 2023 | 86.42% |
November 30, 2023 | 86.42% |
October 31, 2023 | 86.42% |
September 30, 2023 | 86.42% |
August 31, 2023 | 86.42% |
July 31, 2023 | 86.42% |
June 30, 2023 | 86.42% |
May 31, 2023 | 86.42% |
April 30, 2023 | 86.42% |
March 31, 2023 | 86.42% |
February 28, 2023 | 86.42% |
January 31, 2023 | 86.42% |
December 31, 2022 | 86.42% |
November 30, 2022 | 86.42% |
October 31, 2022 | 86.42% |
September 30, 2022 | 86.42% |
August 31, 2022 | 86.42% |
July 31, 2022 | 86.42% |
June 30, 2022 | 86.42% |
May 31, 2022 | 86.42% |
April 30, 2022 | 86.42% |
Date | Value |
---|---|
March 31, 2022 | 86.42% |
February 28, 2022 | 86.42% |
January 31, 2022 | 86.42% |
December 31, 2021 | 86.42% |
November 30, 2021 | 86.42% |
October 31, 2021 | 86.42% |
September 30, 2021 | 86.42% |
August 31, 2021 | 86.42% |
July 31, 2021 | 86.42% |
June 30, 2021 | 86.42% |
May 31, 2021 | 86.42% |
April 30, 2021 | 86.42% |
March 31, 2021 | 86.42% |
February 28, 2021 | 86.42% |
January 31, 2021 | 86.42% |
December 31, 2020 | 86.42% |
November 30, 2020 | 86.42% |
October 31, 2020 | 86.42% |
September 30, 2020 | 86.42% |
August 31, 2020 | 86.42% |
July 31, 2020 | 86.42% |
June 30, 2020 | 86.42% |
May 31, 2020 | 86.42% |
April 30, 2020 | 82.02% |
March 31, 2020 | 82.02% |
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
82.02%
Minimum
May 2019
86.42%
Maximum
May 2020
85.54%
Average
86.42%
Median
May 2020
Max Drawdown (5Y) Benchmarks
QuinStreet Inc | 72.05% |
Specificity Inc | -- |
Lendway Inc | 84.04% |
Ziff Davis Inc | 65.83% |
Inuvo Inc | 95.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.92 |
Beta (5Y) | 0.2348 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.23% |
Historical Sharpe Ratio (5Y) | -0.1054 |
Historical Sortino (5Y) | -0.2741 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.48% |