Kopin Corp (KOPN)
0.786
-0.02
(-2.46%)
USD |
NASDAQ |
Apr 30, 16:00
0.7883
0.00 (0.00%)
After-Hours: 20:00
Kopin Max Drawdown (5Y): 95.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.35% |
| March 31, 2024 | 95.35% |
| February 29, 2024 | 95.35% |
| January 31, 2024 | 95.35% |
| December 31, 2023 | 95.35% |
| November 30, 2023 | 95.35% |
| October 31, 2023 | 95.35% |
| September 30, 2023 | 95.35% |
| August 31, 2023 | 95.35% |
| July 31, 2023 | 95.35% |
| June 30, 2023 | 95.35% |
| May 31, 2023 | 95.35% |
| April 30, 2023 | 95.35% |
| March 31, 2023 | 95.35% |
| February 28, 2023 | 95.35% |
| January 31, 2023 | 95.35% |
| December 31, 2022 | 95.35% |
| November 30, 2022 | 95.35% |
| October 31, 2022 | 95.35% |
| September 30, 2022 | 95.35% |
| August 31, 2022 | 95.35% |
| July 31, 2022 | 95.35% |
| June 30, 2022 | 95.35% |
| May 31, 2022 | 95.35% |
| April 30, 2022 | 95.35% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.35% |
| February 28, 2022 | 95.35% |
| January 31, 2022 | 95.35% |
| December 31, 2021 | 95.35% |
| November 30, 2021 | 95.35% |
| October 31, 2021 | 95.35% |
| September 30, 2021 | 95.35% |
| August 31, 2021 | 95.35% |
| July 31, 2021 | 95.35% |
| June 30, 2021 | 95.35% |
| May 31, 2021 | 95.35% |
| April 30, 2021 | 95.35% |
| March 31, 2021 | 95.35% |
| February 28, 2021 | 95.35% |
| January 31, 2021 | 95.35% |
| December 31, 2020 | 95.35% |
| November 30, 2020 | 95.35% |
| October 31, 2020 | 95.35% |
| September 30, 2020 | 95.35% |
| August 31, 2020 | 95.35% |
| July 31, 2020 | 95.35% |
| June 30, 2020 | 95.35% |
| May 31, 2020 | 95.35% |
| April 30, 2020 | 95.35% |
| March 31, 2020 | 95.35% |
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
78.54%
Minimum
May 2019
95.35%
Maximum
Mar 2020
93.71%
Average
95.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Allient Inc | 63.11% |
| Data I/O Corp | 84.25% |
| LGL Group Inc | 73.75% |
| Vuzix Corp | 96.09% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.43 |
| Beta (5Y) | 2.559 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 144.6% |
| Historical Sharpe Ratio (5Y) | -0.0754 |
| Historical Sortino (5Y) | -0.2891 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.98% |