IEH Corp (IEHC)
6.50
0.00 (0.00%)
USD |
OTCM |
May 07, 15:51
IEH Max Drawdown (5Y): 78.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.08% |
| March 31, 2024 | 78.08% |
| February 29, 2024 | 78.00% |
| January 31, 2024 | 75.99% |
| December 31, 2023 | 75.99% |
| November 30, 2023 | 75.99% |
| October 31, 2023 | 75.99% |
| September 30, 2023 | 75.99% |
| August 31, 2023 | 75.99% |
| July 31, 2023 | 75.99% |
| June 30, 2023 | 75.99% |
| May 31, 2023 | 75.99% |
| April 30, 2023 | 74.11% |
| March 31, 2023 | 74.11% |
| February 28, 2023 | 74.11% |
| January 31, 2023 | 74.11% |
| December 31, 2022 | 72.86% |
| November 30, 2022 | 71.82% |
| October 31, 2022 | 71.82% |
| September 30, 2022 | 56.16% |
| August 31, 2022 | 49.90% |
| July 31, 2022 | 49.90% |
| June 30, 2022 | 49.90% |
| May 31, 2022 | 49.90% |
| April 30, 2022 | 49.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.90% |
| February 28, 2022 | 49.90% |
| January 31, 2022 | 49.90% |
| December 31, 2021 | 49.90% |
| November 30, 2021 | 49.90% |
| October 31, 2021 | 49.90% |
| September 30, 2021 | 49.90% |
| August 31, 2021 | 49.90% |
| July 31, 2021 | 49.90% |
| June 30, 2021 | 49.90% |
| May 31, 2021 | 49.90% |
| April 30, 2021 | 49.90% |
| March 31, 2021 | 49.90% |
| February 28, 2021 | 49.90% |
| January 31, 2021 | 49.90% |
| December 31, 2020 | 49.90% |
| November 30, 2020 | 49.90% |
| October 31, 2020 | 49.90% |
| September 30, 2020 | 49.90% |
| August 31, 2020 | 49.90% |
| July 31, 2020 | 49.90% |
| June 30, 2020 | 49.90% |
| May 31, 2020 | 49.90% |
| April 30, 2020 | 49.90% |
| March 31, 2020 | 47.73% |
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
47.73%
Minimum
May 2019
78.08%
Maximum
Mar 2024
57.65%
Average
49.90%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Benchmark Electronics Inc | 60.34% |
| Plexus Corp | 53.68% |
| Sanmina Corp | 55.85% |
| Sigmatron International Inc | 86.01% |
| TTM Technologies Inc | 54.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.21 |
| Beta (5Y) | 0.5146 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.97% |
| Historical Sharpe Ratio (5Y) | -0.4554 |
| Historical Sortino (5Y) | -0.7083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.55% |