Star Equity Holdings Inc (STRR)
0.90
+0.02
(+2.49%)
USD |
NASDAQ |
Apr 26, 13:32
Star Equity Holdings Max Drawdown (5Y): 97.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 97.96% |
February 29, 2024 | 97.96% |
January 31, 2024 | 97.96% |
December 31, 2023 | 97.96% |
November 30, 2023 | 97.96% |
October 31, 2023 | 97.96% |
September 30, 2023 | 97.96% |
August 31, 2023 | 97.96% |
July 31, 2023 | 97.96% |
June 30, 2023 | 97.96% |
May 31, 2023 | 97.96% |
April 30, 2023 | 97.96% |
March 31, 2023 | 97.96% |
February 28, 2023 | 97.96% |
January 31, 2023 | 97.96% |
December 31, 2022 | 97.96% |
November 30, 2022 | 97.96% |
October 31, 2022 | 97.96% |
September 30, 2022 | 97.96% |
August 31, 2022 | 97.96% |
July 31, 2022 | 97.96% |
June 30, 2022 | 97.96% |
May 31, 2022 | 97.96% |
April 30, 2022 | 97.54% |
March 31, 2022 | 97.48% |
Date | Value |
---|---|
February 28, 2022 | 97.48% |
January 31, 2022 | 97.48% |
December 31, 2021 | 96.42% |
November 30, 2021 | 96.42% |
October 31, 2021 | 96.42% |
September 30, 2021 | 96.42% |
August 31, 2021 | 96.42% |
July 31, 2021 | 96.42% |
June 30, 2021 | 96.42% |
May 31, 2021 | 96.42% |
April 30, 2021 | 96.42% |
March 31, 2021 | 96.42% |
February 28, 2021 | 96.42% |
January 31, 2021 | 96.42% |
December 31, 2020 | 96.42% |
November 30, 2020 | 96.42% |
October 31, 2020 | 96.42% |
September 30, 2020 | 96.42% |
August 31, 2020 | 96.42% |
July 31, 2020 | 96.42% |
June 30, 2020 | 96.42% |
May 31, 2020 | 96.42% |
April 30, 2020 | 95.72% |
March 31, 2020 | 95.72% |
February 29, 2020 | 95.72% |
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
92.28%
Minimum
Apr 2019
97.96%
Maximum
May 2022
96.52%
Average
96.42%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Delcath Systems Inc | 100.0% |
Exact Sciences Corp | 80.42% |
Illumina Inc | 82.32% |
CytoSorbents Corp | 93.04% |
Progyny Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.08 |
Beta (5Y) | 0.218 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.59% |
Historical Sharpe Ratio (5Y) | -0.6584 |
Historical Sortino (5Y) | -1.092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.45% |