Applied Optoelectronics Inc (AAOI)
10.34
+0.46
(+4.60%)
USD |
NASDAQ |
May 02, 16:00
10.34
0.00 (0.00%)
After-Hours: 18:02
Applied Optoelectronics Max Drawdown (5Y): 97.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 97.87% |
| March 31, 2024 | 97.87% |
| February 29, 2024 | 97.87% |
| January 31, 2024 | 97.87% |
| December 31, 2023 | 97.87% |
| November 30, 2023 | 97.87% |
| October 31, 2023 | 97.87% |
| September 30, 2023 | 97.87% |
| August 31, 2023 | 97.87% |
| July 31, 2023 | 97.87% |
| June 30, 2023 | 97.87% |
| May 31, 2023 | 97.87% |
| April 30, 2023 | 97.87% |
| March 31, 2023 | 97.87% |
| February 28, 2023 | 97.87% |
| January 31, 2023 | 97.87% |
| December 31, 2022 | 97.87% |
| November 30, 2022 | 97.87% |
| October 31, 2022 | 97.87% |
| September 30, 2022 | 97.87% |
| August 31, 2022 | 97.87% |
| July 31, 2022 | 97.87% |
| June 30, 2022 | 97.87% |
| May 31, 2022 | 97.87% |
| April 30, 2022 | 97.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.97% |
| February 28, 2022 | 96.54% |
| January 31, 2022 | 96.22% |
| December 31, 2021 | 94.84% |
| November 30, 2021 | 94.48% |
| October 31, 2021 | 94.48% |
| September 30, 2021 | 94.48% |
| August 31, 2021 | 94.48% |
| July 31, 2021 | 94.48% |
| June 30, 2021 | 94.48% |
| May 31, 2021 | 94.48% |
| April 30, 2021 | 94.48% |
| March 31, 2021 | 94.48% |
| February 28, 2021 | 94.48% |
| January 31, 2021 | 94.48% |
| December 31, 2020 | 94.48% |
| November 30, 2020 | 94.48% |
| October 31, 2020 | 94.48% |
| September 30, 2020 | 94.48% |
| August 31, 2020 | 94.48% |
| July 31, 2020 | 94.48% |
| June 30, 2020 | 94.48% |
| May 31, 2020 | 94.48% |
| April 30, 2020 | 94.48% |
| March 31, 2020 | 94.48% |
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
91.31%
Minimum
May 2019
97.87%
Maximum
May 2022
95.49%
Average
94.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comtech Telecommunications Corp | 95.48% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 58.53% |
| KVH Industries Inc | 70.84% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.37 |
| Beta (5Y) | 2.121 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.1% |
| Historical Sharpe Ratio (5Y) | -0.0556 |
| Historical Sortino (5Y) | -0.1911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.50% |