SCWorx Corp (WORX)
2.10
-0.02
(-0.94%)
USD |
NASDAQ |
Nov 22, 16:00
2.21
+0.11
(+5.24%)
After-Hours: 20:00
SCWorx Max Drawdown (5Y): 99.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.46% |
| September 30, 2024 | 99.46% |
| August 31, 2024 | 99.46% |
| July 31, 2024 | 99.35% |
| June 30, 2024 | 99.34% |
| May 31, 2024 | 99.34% |
| April 30, 2024 | 99.34% |
| March 31, 2024 | 99.34% |
| February 29, 2024 | 99.34% |
| January 31, 2024 | 99.26% |
| December 31, 2023 | 99.08% |
| November 30, 2023 | 99.08% |
| October 31, 2023 | 99.08% |
| September 30, 2023 | 98.84% |
| August 31, 2023 | 98.84% |
| July 31, 2023 | 98.84% |
| June 30, 2023 | 98.84% |
| May 31, 2023 | 98.84% |
| April 30, 2023 | 98.84% |
| March 31, 2023 | 98.84% |
| February 28, 2023 | 98.84% |
| January 31, 2023 | 98.84% |
| December 31, 2022 | 98.84% |
| November 30, 2022 | 98.84% |
| October 31, 2022 | 98.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.84% |
| August 31, 2022 | 98.84% |
| July 31, 2022 | 98.84% |
| June 30, 2022 | 98.84% |
| May 31, 2022 | 98.84% |
| April 30, 2022 | 98.84% |
| March 31, 2022 | 98.84% |
| February 28, 2022 | 98.84% |
| January 31, 2022 | 98.84% |
| December 31, 2021 | 98.84% |
| November 30, 2021 | 98.84% |
| October 31, 2021 | 98.84% |
| September 30, 2021 | 98.84% |
| August 31, 2021 | 98.84% |
| July 31, 2021 | 98.84% |
| June 30, 2021 | 98.84% |
| May 31, 2021 | 98.84% |
| April 30, 2021 | 98.84% |
| March 31, 2021 | 98.84% |
| February 28, 2021 | 98.84% |
| January 31, 2021 | 98.84% |
| December 31, 2020 | 98.84% |
| November 30, 2020 | 98.84% |
| October 31, 2020 | 98.79% |
| September 30, 2020 | 98.54% |
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
97.68%
Minimum
Nov 2019
99.46%
Maximum
Aug 2024
98.80%
Average
98.84%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| CVS Health Corp | 48.26% |
| IQVIA Holdings Inc | 49.43% |
| UNIVEC Inc | 98.31% |
| First Physicians Capital Group Inc | -- |
| AirSculpt Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -86.62 |
| Beta (5Y) | 2.494 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 139.0% |
| Historical Sharpe Ratio (5Y) | -0.3916 |
| Historical Sortino (5Y) | -1.134 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.10% |