SCWorx Corp (WORX)
2.20
+0.05
(+2.33%)
USD |
NASDAQ |
May 31, 16:00
2.21
+0.01
(+0.45%)
After-Hours: 20:00
SCWorx Max Drawdown (5Y): 99.34% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 98.36% |
July 31, 2020 | 98.25% |
June 30, 2020 | 98.25% |
May 31, 2020 | 98.25% |
April 30, 2020 | 98.25% |
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
96.53%
Minimum
Jun 2019
99.34%
Maximum
Feb 2024
98.62%
Average
98.84%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
CVS Health Corp | 48.26% |
IQVIA Holdings Inc | 49.43% |
UNIVEC Inc | 98.31% |
Dong Fang Hui Le Inc | 95.94% |
AirSculpt Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -87.87 |
Beta (5Y) | 2.571 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 141.0% |
Historical Sharpe Ratio (5Y) | -0.3731 |
Historical Sortino (5Y) | -1.074 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.50% |