Aura Systems Inc (AUSI)
0.2241
-0.08
(-25.30%)
USD |
OTCM |
May 03, 14:50
Aura Systems Max Drawdown (5Y): 95.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.43% |
March 31, 2024 | 95.43% |
February 29, 2024 | 95.43% |
January 31, 2024 | 95.43% |
December 31, 2023 | 95.43% |
November 30, 2023 | 95.43% |
October 31, 2023 | 95.43% |
September 30, 2023 | 95.43% |
August 31, 2023 | 95.43% |
July 31, 2023 | 95.43% |
June 30, 2023 | 95.43% |
May 31, 2023 | 95.43% |
April 30, 2023 | 95.43% |
March 31, 2023 | 95.43% |
February 28, 2023 | 95.43% |
January 31, 2023 | 95.43% |
December 31, 2022 | 95.43% |
November 30, 2022 | 95.43% |
October 31, 2022 | 95.43% |
September 30, 2022 | 95.43% |
August 31, 2022 | 95.43% |
July 31, 2022 | 95.43% |
June 30, 2022 | 95.43% |
May 31, 2022 | 95.43% |
April 30, 2022 | 95.43% |
Date | Value |
---|---|
March 31, 2022 | 95.43% |
February 28, 2022 | 95.43% |
January 31, 2022 | 95.43% |
December 31, 2021 | 95.43% |
November 30, 2021 | 95.43% |
October 31, 2021 | 95.43% |
September 30, 2021 | 96.30% |
August 31, 2021 | 96.30% |
July 31, 2021 | 96.30% |
June 30, 2021 | 96.30% |
May 31, 2021 | 96.30% |
April 30, 2021 | 96.30% |
March 31, 2021 | 96.30% |
February 28, 2021 | 96.30% |
January 31, 2021 | 96.30% |
December 31, 2020 | 96.30% |
November 30, 2020 | 96.30% |
October 31, 2020 | 96.30% |
September 30, 2020 | 97.47% |
August 31, 2020 | 98.51% |
July 31, 2020 | 99.46% |
June 30, 2020 | 99.46% |
May 31, 2020 | 99.46% |
April 30, 2020 | 99.46% |
March 31, 2020 | 99.46% |
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
95.43%
Minimum
Oct 2021
99.46%
Maximum
May 2019
96.69%
Average
95.43%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
A.O. Smith Corp | 46.84% |
Franklin Electric Co Inc | 32.02% |
Regal Rexnord Corp | 42.32% |
Servotronics Inc | 55.06% |
Generac Holdings Inc | 83.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.64 |
Beta (5Y) | 0.5066 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.1% |
Historical Sharpe Ratio (5Y) | -0.11 |
Historical Sortino (5Y) | -0.3146 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.95% |