Creative Realities Inc (CREX)
4.47
-0.33
(-6.88%)
USD |
NASDAQ |
Jun 14, 16:00
4.465
0.00 (0.00%)
After-Hours: 20:00
Creative Realities Max Drawdown (5Y): 95.25% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 95.25% |
April 30, 2024 | 95.25% |
March 31, 2024 | 95.25% |
February 29, 2024 | 95.25% |
January 31, 2024 | 95.25% |
December 31, 2023 | 95.25% |
November 30, 2023 | 95.25% |
October 31, 2023 | 95.25% |
September 30, 2023 | 95.25% |
August 31, 2023 | 95.25% |
July 31, 2023 | 95.25% |
June 30, 2023 | 95.25% |
May 31, 2023 | 95.25% |
April 30, 2023 | 95.25% |
March 31, 2023 | 95.25% |
February 28, 2023 | 95.25% |
January 31, 2023 | 95.25% |
December 31, 2022 | 95.25% |
November 30, 2022 | 95.25% |
October 31, 2022 | 95.25% |
September 30, 2022 | 95.56% |
August 31, 2022 | 95.91% |
July 31, 2022 | 95.91% |
June 30, 2022 | 95.91% |
May 31, 2022 | 95.91% |
Date | Value |
---|---|
April 30, 2022 | 95.91% |
March 31, 2022 | 95.91% |
February 28, 2022 | 95.91% |
January 31, 2022 | 95.91% |
December 31, 2021 | 96.20% |
November 30, 2021 | 96.39% |
October 31, 2021 | 96.39% |
September 30, 2021 | 96.73% |
August 31, 2021 | 97.18% |
July 31, 2021 | 97.38% |
June 30, 2021 | 98.25% |
May 31, 2021 | 98.25% |
April 30, 2021 | 98.25% |
March 31, 2021 | 98.25% |
February 28, 2021 | 98.25% |
January 31, 2021 | 98.25% |
December 31, 2020 | 98.25% |
November 30, 2020 | 98.25% |
October 31, 2020 | 98.25% |
September 30, 2020 | 98.25% |
August 31, 2020 | 98.25% |
July 31, 2020 | 98.44% |
June 30, 2020 | 98.44% |
May 31, 2020 | 98.44% |
April 30, 2020 | 98.44% |
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
95.25%
Minimum
Oct 2022
98.44%
Maximum
Jun 2019
96.78%
Average
96.30%
Median
Max Drawdown (5Y) Benchmarks
Asure Software Inc | 73.56% |
Digimarc Corp | 84.72% |
PDF Solutions Inc | 63.41% |
Aspen Technology Inc | 46.10% |
Matterport Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -58.35 |
Beta (5Y) | 3.204 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 147.7% |
Historical Sharpe Ratio (5Y) | -0.0978 |
Historical Sortino (5Y) | -0.318 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |