CPS Technologies Corp (CPSH)
1.73
+0.06
(+3.59%)
USD |
NASDAQ |
May 03, 16:00
1.70
-0.03
(-1.73%)
After-Hours: 20:00
CPS Technologies Max Drawdown (5Y): 93.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 93.60% |
| March 31, 2024 | 93.45% |
| February 29, 2024 | 91.52% |
| January 31, 2024 | 91.52% |
| December 31, 2023 | 91.48% |
| November 30, 2023 | 91.48% |
| October 31, 2023 | 90.74% |
| September 30, 2023 | 90.41% |
| August 31, 2023 | 90.41% |
| July 31, 2023 | 90.41% |
| June 30, 2023 | 90.41% |
| May 31, 2023 | 90.41% |
| April 30, 2023 | 90.41% |
| March 31, 2023 | 90.41% |
| February 28, 2023 | 90.41% |
| January 31, 2023 | 90.41% |
| December 31, 2022 | 90.41% |
| November 30, 2022 | 90.26% |
| October 31, 2022 | 90.26% |
| September 30, 2022 | 90.26% |
| August 31, 2022 | 90.26% |
| July 31, 2022 | 90.26% |
| June 30, 2022 | 90.26% |
| May 31, 2022 | 90.26% |
| April 30, 2022 | 90.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.26% |
| February 28, 2022 | 89.40% |
| January 31, 2022 | 89.40% |
| December 31, 2021 | 88.14% |
| November 30, 2021 | 85.94% |
| October 31, 2021 | 83.00% |
| September 30, 2021 | 81.70% |
| August 31, 2021 | 81.00% |
| July 31, 2021 | 81.00% |
| June 30, 2021 | 81.00% |
| May 31, 2021 | 81.00% |
| April 30, 2021 | 71.85% |
| March 31, 2021 | 70.77% |
| February 28, 2021 | 70.77% |
| January 31, 2021 | 70.77% |
| December 31, 2020 | 70.77% |
| November 30, 2020 | 70.77% |
| October 31, 2020 | 70.77% |
| September 30, 2020 | 70.77% |
| August 31, 2020 | 70.77% |
| July 31, 2020 | 70.77% |
| June 30, 2020 | 70.77% |
| May 31, 2020 | 70.77% |
| April 30, 2020 | 70.77% |
| March 31, 2020 | 70.77% |
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
69.54%
Minimum
May 2019
93.60%
Maximum
Apr 2024
81.63%
Average
84.47%
Median
Max Drawdown (5Y) Benchmarks
| Emerson Radio Corp | 76.50% |
| BK Technologies Corp | 77.48% |
| AgEagle Aerial Systems Inc | 99.85% |
| AXIL Brands Inc | 93.64% |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.52 |
| Beta (5Y) | 1.419 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 195.8% |
| Historical Sharpe Ratio (5Y) | 0.0015 |
| Historical Sortino (5Y) | 0.0071 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.17% |