The L S Starrett Co (SCX)
16.11
+0.03
(+0.19%)
USD |
NYSE |
May 03, 16:00
16.09
-0.02
(-0.12%)
Pre-Market: 20:00
L S Starrett Max Drawdown (5Y): 81.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 81.42% |
March 31, 2024 | 81.42% |
February 29, 2024 | 81.42% |
January 31, 2024 | 81.42% |
December 31, 2023 | 81.42% |
November 30, 2023 | 81.42% |
October 31, 2023 | 81.42% |
September 30, 2023 | 81.42% |
August 31, 2023 | 81.42% |
July 31, 2023 | 81.42% |
June 30, 2023 | 81.42% |
May 31, 2023 | 81.42% |
April 30, 2023 | 81.42% |
March 31, 2023 | 81.42% |
February 28, 2023 | 81.42% |
January 31, 2023 | 81.42% |
December 31, 2022 | 81.42% |
November 30, 2022 | 81.42% |
October 31, 2022 | 81.42% |
September 30, 2022 | 81.42% |
August 31, 2022 | 81.42% |
July 31, 2022 | 81.42% |
June 30, 2022 | 81.42% |
May 31, 2022 | 81.42% |
April 30, 2022 | 81.42% |
Date | Value |
---|---|
March 31, 2022 | 81.42% |
February 28, 2022 | 81.42% |
January 31, 2022 | 81.42% |
December 31, 2021 | 81.42% |
November 30, 2021 | 81.42% |
October 31, 2021 | 81.42% |
September 30, 2021 | 81.42% |
August 31, 2021 | 81.42% |
July 31, 2021 | 81.42% |
June 30, 2021 | 81.42% |
May 31, 2021 | 81.42% |
April 30, 2021 | 81.42% |
March 31, 2021 | 81.42% |
February 28, 2021 | 81.42% |
January 31, 2021 | 81.42% |
December 31, 2020 | 81.42% |
November 30, 2020 | 81.42% |
October 31, 2020 | 81.42% |
September 30, 2020 | 81.42% |
August 31, 2020 | 81.42% |
July 31, 2020 | 81.42% |
June 30, 2020 | 81.42% |
May 31, 2020 | 81.42% |
April 30, 2020 | 81.42% |
March 31, 2020 | 81.42% |
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
76.15%
Minimum
May 2019
81.42%
Maximum
Mar 2020
80.54%
Average
81.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Q.E.P. Co Inc | 75.69% |
Hillman Solutions Corp | -- |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.01 |
Beta (5Y) | 0.483 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.48% |
Historical Sharpe Ratio (5Y) | 0.2464 |
Historical Sortino (5Y) | 0.5707 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.21% |