The Eastern Co (EML)
32.31
+0.19
(+0.59%)
USD |
NASDAQ |
Apr 26, 16:00
32.00
-0.31
(-0.96%)
Pre-Market: 20:00
Eastern Max Drawdown (5Y): 51.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.23% |
| February 29, 2024 | 51.23% |
| January 31, 2024 | 51.23% |
| December 31, 2023 | 51.23% |
| November 30, 2023 | 51.23% |
| October 31, 2023 | 51.23% |
| September 30, 2023 | 51.23% |
| August 31, 2023 | 51.23% |
| July 31, 2023 | 51.23% |
| June 30, 2023 | 51.23% |
| May 31, 2023 | 51.23% |
| April 30, 2023 | 51.23% |
| March 31, 2023 | 51.23% |
| February 28, 2023 | 48.80% |
| January 31, 2023 | 48.80% |
| December 31, 2022 | 48.80% |
| November 30, 2022 | 48.80% |
| October 31, 2022 | 48.80% |
| September 30, 2022 | 48.80% |
| August 31, 2022 | 48.80% |
| July 31, 2022 | 48.80% |
| June 30, 2022 | 48.80% |
| May 31, 2022 | 48.80% |
| April 30, 2022 | 48.80% |
| March 31, 2022 | 48.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 48.80% |
| January 31, 2022 | 48.80% |
| December 31, 2021 | 48.80% |
| November 30, 2021 | 48.80% |
| October 31, 2021 | 48.80% |
| September 30, 2021 | 48.80% |
| August 31, 2021 | 48.80% |
| July 31, 2021 | 48.80% |
| June 30, 2021 | 48.80% |
| May 31, 2021 | 48.80% |
| April 30, 2021 | 48.80% |
| March 31, 2021 | 48.80% |
| February 28, 2021 | 48.80% |
| January 31, 2021 | 48.80% |
| December 31, 2020 | 48.80% |
| November 30, 2020 | 48.80% |
| October 31, 2020 | 48.80% |
| September 30, 2020 | 48.80% |
| August 31, 2020 | 48.80% |
| July 31, 2020 | 48.80% |
| June 30, 2020 | 48.80% |
| May 31, 2020 | 48.80% |
| April 30, 2020 | 46.17% |
| March 31, 2020 | 40.06% |
| February 29, 2020 | 36.52% |
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
36.52%
Minimum
Aug 2019
51.23%
Maximum
Mar 2023
46.99%
Average
48.80%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Art's-Way Manufacturing Co Inc | 75.24% |
| Astec Industries Inc | 62.53% |
| Columbus McKinnon Corp | 55.22% |
| Gencor Industries Inc | 50.08% |
| Ideanomics Inc | 99.87% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.57 |
| Beta (5Y) | 1.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.26% |
| Historical Sharpe Ratio (5Y) | 0.1226 |
| Historical Sortino (5Y) | 0.2183 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.19% |