Orbit International Corp (ORBT)
5.55
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Orbit International Max Drawdown (5Y): 57.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.00% |
| February 29, 2024 | 57.00% |
| January 31, 2024 | 57.00% |
| December 31, 2023 | 57.00% |
| November 30, 2023 | 57.00% |
| October 31, 2023 | 57.00% |
| September 30, 2023 | 57.00% |
| August 31, 2023 | 57.00% |
| July 31, 2023 | 57.00% |
| June 30, 2023 | 45.78% |
| May 31, 2023 | 45.78% |
| April 30, 2023 | 45.78% |
| March 31, 2023 | 45.78% |
| February 28, 2023 | 45.78% |
| January 31, 2023 | 45.78% |
| December 31, 2022 | 45.78% |
| November 30, 2022 | 45.78% |
| October 31, 2022 | 45.78% |
| September 30, 2022 | 45.78% |
| August 31, 2022 | 45.78% |
| July 31, 2022 | 45.78% |
| June 30, 2022 | 45.78% |
| May 31, 2022 | 45.78% |
| April 30, 2022 | 45.78% |
| March 31, 2022 | 45.78% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.78% |
| January 31, 2022 | 45.78% |
| December 31, 2021 | 45.78% |
| November 30, 2021 | 45.78% |
| October 31, 2021 | 45.78% |
| September 30, 2021 | 45.78% |
| August 31, 2021 | 45.78% |
| July 31, 2021 | 45.78% |
| June 30, 2021 | 45.78% |
| May 31, 2021 | 45.78% |
| April 30, 2021 | 45.78% |
| March 31, 2021 | 45.78% |
| February 28, 2021 | 45.78% |
| January 31, 2021 | 45.78% |
| December 31, 2020 | 45.78% |
| November 30, 2020 | 45.78% |
| October 31, 2020 | 45.78% |
| September 30, 2020 | 45.78% |
| August 31, 2020 | 45.78% |
| July 31, 2020 | 45.78% |
| June 30, 2020 | 45.78% |
| May 31, 2020 | 45.78% |
| April 30, 2020 | 45.79% |
| March 31, 2020 | 47.10% |
| February 29, 2020 | 47.66% |
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
45.78%
Minimum
May 2020
57.00%
Maximum
Jul 2023
48.45%
Average
45.78%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Espey Manufacturing & Electronics Corp | 54.31% |
| Hubbell Inc | 41.62% |
| Kimball Electronics Inc | 54.28% |
| RF Industries Ltd | 73.42% |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.23 |
| Beta (5Y) | 0.5306 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.03% |
| Historical Sharpe Ratio (5Y) | -0.1065 |
| Historical Sortino (5Y) | -0.1194 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.52% |