Andrea Electronics Corp (ANDR)
0.0075
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Andrea Electronics Max Drawdown (5Y): 92.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.82% |
March 31, 2024 | 92.82% |
February 29, 2024 | 92.82% |
January 31, 2024 | 92.82% |
December 31, 2023 | 92.82% |
November 30, 2023 | 92.73% |
October 31, 2023 | 92.73% |
September 30, 2023 | 92.73% |
August 31, 2023 | 92.73% |
July 31, 2023 | 92.73% |
June 30, 2023 | 92.73% |
May 31, 2023 | 92.73% |
April 30, 2023 | 92.73% |
March 31, 2023 | 91.33% |
February 28, 2023 | 86.82% |
January 31, 2023 | 86.53% |
December 31, 2022 | 86.53% |
November 30, 2022 | 86.53% |
October 31, 2022 | 86.53% |
September 30, 2022 | 86.53% |
August 31, 2022 | 86.53% |
July 31, 2022 | 86.53% |
June 30, 2022 | 86.53% |
May 31, 2022 | 86.53% |
April 30, 2022 | 86.53% |
Date | Value |
---|---|
March 31, 2022 | 86.53% |
February 28, 2022 | 86.53% |
January 31, 2022 | 86.53% |
December 31, 2021 | 86.53% |
November 30, 2021 | 86.53% |
October 31, 2021 | 86.53% |
September 30, 2021 | 86.53% |
August 31, 2021 | 86.53% |
July 31, 2021 | 86.53% |
June 30, 2021 | 86.53% |
May 31, 2021 | 86.53% |
April 30, 2021 | 86.53% |
March 31, 2021 | 86.53% |
February 28, 2021 | 86.53% |
January 31, 2021 | 86.53% |
December 31, 2020 | 86.53% |
November 30, 2020 | 86.53% |
October 31, 2020 | 86.53% |
September 30, 2020 | 86.53% |
August 31, 2020 | 86.53% |
July 31, 2020 | 86.53% |
June 30, 2020 | 86.53% |
May 31, 2020 | 86.53% |
April 30, 2020 | 86.53% |
March 31, 2020 | 86.53% |
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
71.66%
Minimum
May 2019
92.82%
Maximum
Dec 2023
86.45%
Average
86.53%
Median
Feb 2020
Max Drawdown (5Y) Benchmarks
Adtran Holdings Inc | 82.00% |
Cisco Systems Inc | 41.97% |
Aviat Networks Inc | 68.58% |
PowerFleet Inc | 80.88% |
Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.45 |
Beta (5Y) | 0.0646 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.80% |
Historical Sharpe Ratio (5Y) | -0.2773 |
Historical Sortino (5Y) | -0.6523 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.92% |