Hurco Companies Inc (HURC)
18.24
+0.44
(+2.47%)
USD |
NASDAQ |
May 03, 16:00
18.23
-0.01
(-0.05%)
Pre-Market: 20:00
Hurco Max Drawdown (5Y): 57.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.22% |
March 31, 2024 | 57.22% |
February 29, 2024 | 57.22% |
January 31, 2024 | 57.22% |
December 31, 2023 | 57.22% |
November 30, 2023 | 57.22% |
October 31, 2023 | 57.22% |
September 30, 2023 | 57.22% |
August 31, 2023 | 57.22% |
July 31, 2023 | 57.22% |
June 30, 2023 | 57.22% |
May 31, 2023 | 57.22% |
April 30, 2023 | 57.22% |
March 31, 2023 | 57.22% |
February 28, 2023 | 57.22% |
January 31, 2023 | 57.22% |
December 31, 2022 | 57.22% |
November 30, 2022 | 57.22% |
October 31, 2022 | 57.22% |
September 30, 2022 | 57.22% |
August 31, 2022 | 57.22% |
July 31, 2022 | 57.22% |
June 30, 2022 | 57.22% |
May 31, 2022 | 57.22% |
April 30, 2022 | 57.22% |
Date | Value |
---|---|
March 31, 2022 | 57.22% |
February 28, 2022 | 57.22% |
January 31, 2022 | 57.22% |
December 31, 2021 | 57.22% |
November 30, 2021 | 57.22% |
October 31, 2021 | 57.22% |
September 30, 2021 | 57.22% |
August 31, 2021 | 57.22% |
July 31, 2021 | 57.22% |
June 30, 2021 | 57.22% |
May 31, 2021 | 57.22% |
April 30, 2021 | 57.22% |
March 31, 2021 | 57.22% |
February 28, 2021 | 57.22% |
January 31, 2021 | 57.22% |
December 31, 2020 | 57.22% |
November 30, 2020 | 57.22% |
October 31, 2020 | 57.22% |
September 30, 2020 | 57.22% |
August 31, 2020 | 57.22% |
July 31, 2020 | 57.22% |
June 30, 2020 | 57.22% |
May 31, 2020 | 57.22% |
April 30, 2020 | 57.22% |
March 31, 2020 | 57.22% |
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
38.50%
Minimum
May 2019
57.22%
Maximum
Mar 2020
54.16%
Average
57.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Federal Screw Works | 64.50% |
Decker Manufacturing Corp | 50.27% |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.50 |
Beta (5Y) | 0.4411 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.86% |
Historical Sharpe Ratio (5Y) | -0.5236 |
Historical Sortino (5Y) | -0.7434 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.26% |