Electro-Sensors Inc (ELSE)
4.23
+0.17
(+4.19%)
USD |
NASDAQ |
May 03, 16:00
4.23
0.00 (0.00%)
After-Hours: 18:14
Electro-Sensors Max Drawdown (5Y): 59.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.29% |
March 31, 2024 | 59.29% |
February 29, 2024 | 59.29% |
January 31, 2024 | 59.29% |
December 31, 2023 | 59.29% |
November 30, 2023 | 59.29% |
October 31, 2023 | 59.29% |
September 30, 2023 | 59.29% |
August 31, 2023 | 59.29% |
July 31, 2023 | 59.29% |
June 30, 2023 | 59.29% |
May 31, 2023 | 59.29% |
April 30, 2023 | 59.29% |
March 31, 2023 | 59.29% |
February 28, 2023 | 59.29% |
January 31, 2023 | 59.29% |
December 31, 2022 | 59.29% |
November 30, 2022 | 59.29% |
October 31, 2022 | 59.29% |
September 30, 2022 | 59.29% |
August 31, 2022 | 59.29% |
July 31, 2022 | 59.29% |
June 30, 2022 | 59.29% |
May 31, 2022 | 59.29% |
April 30, 2022 | 59.29% |
Date | Value |
---|---|
March 31, 2022 | 59.29% |
February 28, 2022 | 59.29% |
January 31, 2022 | 59.29% |
December 31, 2021 | 59.29% |
November 30, 2021 | 59.29% |
October 31, 2021 | 59.29% |
September 30, 2021 | 59.29% |
August 31, 2021 | 59.29% |
July 31, 2021 | 59.29% |
June 30, 2021 | 59.29% |
May 31, 2021 | 59.29% |
April 30, 2021 | 59.29% |
March 31, 2021 | 59.29% |
February 28, 2021 | 59.29% |
January 31, 2021 | 59.29% |
December 31, 2020 | 59.29% |
November 30, 2020 | 59.29% |
October 31, 2020 | 58.71% |
September 30, 2020 | 40.77% |
August 31, 2020 | 40.77% |
July 31, 2020 | 40.77% |
June 30, 2020 | 40.77% |
May 31, 2020 | 40.77% |
April 30, 2020 | 40.77% |
March 31, 2020 | 39.41% |
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
33.98%
Minimum
May 2019
59.29%
Maximum
Nov 2020
52.88%
Average
59.29%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Aehr Test Systems | 80.70% |
Cohu Inc | 63.49% |
Frequency Electronics Inc | 62.46% |
Itron Inc | 65.26% |
MKS Instruments Inc | 66.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.964 |
Beta (5Y) | 0.3734 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.75% |
Historical Sharpe Ratio (5Y) | 0.0326 |
Historical Sortino (5Y) | 0.0574 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |