Espey Manufacturing & Electronics Corp (ESP)
25.30
+0.30
(+1.20%)
USD |
NYAM |
May 03, 16:00
25.15
-0.15
(-0.59%)
Pre-Market: 20:00
Espey Manufacturing & Electronics Max Drawdown (5Y): 54.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.31% |
March 31, 2024 | 54.31% |
February 29, 2024 | 54.31% |
January 31, 2024 | 54.31% |
December 31, 2023 | 54.31% |
November 30, 2023 | 54.31% |
October 31, 2023 | 54.31% |
September 30, 2023 | 54.31% |
August 31, 2023 | 54.31% |
July 31, 2023 | 54.31% |
June 30, 2023 | 54.31% |
May 31, 2023 | 54.31% |
April 30, 2023 | 54.31% |
March 31, 2023 | 54.31% |
February 28, 2023 | 54.31% |
January 31, 2023 | 54.31% |
December 31, 2022 | 54.31% |
November 30, 2022 | 54.31% |
October 31, 2022 | 54.31% |
September 30, 2022 | 54.31% |
August 31, 2022 | 54.31% |
July 31, 2022 | 54.31% |
June 30, 2022 | 54.31% |
May 31, 2022 | 54.31% |
April 30, 2022 | 53.84% |
Date | Value |
---|---|
March 31, 2022 | 53.84% |
February 28, 2022 | 53.84% |
January 31, 2022 | 53.84% |
December 31, 2021 | 53.84% |
November 30, 2021 | 50.83% |
October 31, 2021 | 50.83% |
September 30, 2021 | 50.83% |
August 31, 2021 | 49.43% |
July 31, 2021 | 47.32% |
June 30, 2021 | 47.28% |
May 31, 2021 | 47.28% |
April 30, 2021 | 45.71% |
March 31, 2021 | 45.53% |
February 28, 2021 | 42.32% |
January 31, 2021 | 42.32% |
December 31, 2020 | 42.32% |
November 30, 2020 | 42.32% |
October 31, 2020 | 42.32% |
September 30, 2020 | 42.32% |
August 31, 2020 | 41.27% |
July 31, 2020 | 41.27% |
June 30, 2020 | 41.27% |
May 31, 2020 | 41.05% |
April 30, 2020 | 41.05% |
March 31, 2020 | 41.05% |
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
27.40%
Minimum
Sep 2019
54.31%
Maximum
May 2022
47.77%
Average
50.83%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Hubbell Inc | 41.62% |
Orbit International Corp | 57.00% |
Kimball Electronics Inc | 54.28% |
RF Industries Ltd | 73.42% |
Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.292 |
Beta (5Y) | 0.1765 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.06% |
Historical Sharpe Ratio (5Y) | 0.0224 |
Historical Sortino (5Y) | 0.0364 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.02% |