OSI Systems Inc (OSIS)
131.04
-0.50
(-0.38%)
USD |
NASDAQ |
May 01, 16:00
131.04
0.00 (0.00%)
After-Hours: 20:00
OSI Systems Max Drawdown (5Y): 53.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.64% |
March 31, 2024 | 53.64% |
February 29, 2024 | 53.64% |
January 31, 2024 | 53.64% |
December 31, 2023 | 53.64% |
November 30, 2023 | 53.64% |
October 31, 2023 | 53.64% |
September 30, 2023 | 53.64% |
August 31, 2023 | 53.64% |
July 31, 2023 | 53.64% |
June 30, 2023 | 53.64% |
May 31, 2023 | 53.64% |
April 30, 2023 | 53.64% |
March 31, 2023 | 53.64% |
February 28, 2023 | 53.64% |
January 31, 2023 | 53.64% |
December 31, 2022 | 53.64% |
November 30, 2022 | 53.64% |
October 31, 2022 | 53.64% |
September 30, 2022 | 53.64% |
August 31, 2022 | 53.64% |
July 31, 2022 | 53.64% |
June 30, 2022 | 53.64% |
May 31, 2022 | 53.64% |
April 30, 2022 | 53.64% |
Date | Value |
---|---|
March 31, 2022 | 53.64% |
February 28, 2022 | 53.64% |
January 31, 2022 | 53.64% |
December 31, 2021 | 53.64% |
November 30, 2021 | 53.64% |
October 31, 2021 | 53.64% |
September 30, 2021 | 53.64% |
August 31, 2021 | 53.64% |
July 31, 2021 | 53.64% |
June 30, 2021 | 53.64% |
May 31, 2021 | 53.64% |
April 30, 2021 | 53.64% |
March 31, 2021 | 53.64% |
February 28, 2021 | 53.64% |
January 31, 2021 | 53.64% |
December 31, 2020 | 53.64% |
November 30, 2020 | 53.64% |
October 31, 2020 | 53.64% |
September 30, 2020 | 53.64% |
August 31, 2020 | 53.64% |
July 31, 2020 | 53.64% |
June 30, 2020 | 53.64% |
May 31, 2020 | 53.64% |
April 30, 2020 | 53.64% |
March 31, 2020 | 53.64% |
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
48.65%
Minimum
May 2019
53.64%
Maximum
Mar 2020
52.81%
Average
53.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Universal Display Corp | 65.03% |
Allient Inc | 63.11% |
LGL Group Inc | 73.75% |
Vuzix Corp | 96.09% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.272 |
Beta (5Y) | 0.994 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.50% |
Historical Sharpe Ratio (5Y) | 0.2037 |
Historical Sortino (5Y) | 0.2928 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.56% |