Methode Electronics Inc (MEI)
12.22
+0.09
(+0.74%)
USD |
NYSE |
Apr 26, 16:00
12.22
0.00 (0.00%)
After-Hours: 20:00
Methode Electronics Max Drawdown (5Y): 77.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.33% |
February 29, 2024 | 58.96% |
January 31, 2024 | 58.96% |
December 31, 2023 | 57.37% |
November 30, 2023 | 57.09% |
October 31, 2023 | 57.09% |
September 30, 2023 | 57.09% |
August 31, 2023 | 54.69% |
July 31, 2023 | 54.69% |
June 30, 2023 | 54.69% |
May 31, 2023 | 54.69% |
April 30, 2023 | 54.69% |
March 31, 2023 | 54.69% |
February 28, 2023 | 54.69% |
January 31, 2023 | 54.69% |
December 31, 2022 | 54.69% |
November 30, 2022 | 54.69% |
October 31, 2022 | 54.69% |
September 30, 2022 | 54.69% |
August 31, 2022 | 54.69% |
July 31, 2022 | 54.69% |
June 30, 2022 | 54.69% |
May 31, 2022 | 54.69% |
April 30, 2022 | 54.69% |
March 31, 2022 | 54.69% |
Date | Value |
---|---|
February 28, 2022 | 54.69% |
January 31, 2022 | 54.69% |
December 31, 2021 | 54.69% |
November 30, 2021 | 54.69% |
October 31, 2021 | 54.69% |
September 30, 2021 | 54.69% |
August 31, 2021 | 54.69% |
July 31, 2021 | 54.69% |
June 30, 2021 | 54.69% |
May 31, 2021 | 54.69% |
April 30, 2021 | 54.69% |
March 31, 2021 | 54.69% |
February 28, 2021 | 54.69% |
January 31, 2021 | 54.69% |
December 31, 2020 | 54.69% |
November 30, 2020 | 54.69% |
October 31, 2020 | 54.69% |
September 30, 2020 | 54.69% |
August 31, 2020 | 54.69% |
July 31, 2020 | 54.69% |
June 30, 2020 | 54.69% |
May 31, 2020 | 54.69% |
April 30, 2020 | 54.69% |
March 31, 2020 | 54.69% |
February 29, 2020 | 54.69% |
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
54.69%
Minimum
Apr 2019
77.33%
Maximum
Mar 2024
55.37%
Average
54.69%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Allient Inc | 63.11% |
inTest Corp | 77.88% |
LGL Group Inc | 73.75% |
Vuzix Corp | 96.04% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.78 |
Beta (5Y) | 0.8605 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.18% |
Historical Sharpe Ratio (5Y) | -0.4018 |
Historical Sortino (5Y) | -0.5287 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.91% |