SIFCO Industries Inc (SIF)
3.13
-0.06
(-1.97%)
USD |
NYAM |
May 03, 16:00
3.18
+0.05
(+1.60%)
Pre-Market: 20:00
SIFCO Industries Max Drawdown (5Y): 92.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.43% |
March 31, 2024 | 92.43% |
February 29, 2024 | 92.43% |
January 31, 2024 | 92.43% |
December 31, 2023 | 92.43% |
November 30, 2023 | 92.43% |
October 31, 2023 | 92.43% |
September 30, 2023 | 92.43% |
August 31, 2023 | 92.43% |
July 31, 2023 | 92.43% |
June 30, 2023 | 92.43% |
May 31, 2023 | 92.43% |
April 30, 2023 | 92.43% |
March 31, 2023 | 92.43% |
February 28, 2023 | 92.43% |
January 31, 2023 | 92.43% |
December 31, 2022 | 92.43% |
November 30, 2022 | 92.43% |
October 31, 2022 | 92.43% |
September 30, 2022 | 92.43% |
August 31, 2022 | 92.43% |
July 31, 2022 | 92.43% |
June 30, 2022 | 92.43% |
May 31, 2022 | 92.43% |
April 30, 2022 | 92.43% |
Date | Value |
---|---|
March 31, 2022 | 92.43% |
February 28, 2022 | 92.43% |
January 31, 2022 | 92.43% |
December 31, 2021 | 92.43% |
November 30, 2021 | 92.43% |
October 31, 2021 | 92.43% |
September 30, 2021 | 92.43% |
August 31, 2021 | 92.43% |
July 31, 2021 | 92.43% |
June 30, 2021 | 92.43% |
May 31, 2021 | 92.43% |
April 30, 2021 | 92.43% |
March 31, 2021 | 92.43% |
February 28, 2021 | 92.43% |
January 31, 2021 | 92.43% |
December 31, 2020 | 92.43% |
November 30, 2020 | 92.43% |
October 31, 2020 | 92.43% |
September 30, 2020 | 92.43% |
August 31, 2020 | 92.43% |
July 31, 2020 | 92.43% |
June 30, 2020 | 92.43% |
May 31, 2020 | 92.43% |
April 30, 2020 | 92.43% |
March 31, 2020 | 92.43% |
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
92.35%
Minimum
May 2019
92.43%
Maximum
Nov 2019
92.42%
Average
92.43%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Broadwind Inc | 87.35% |
CVD Equipment Corp | 84.75% |
Intevac Inc | 75.42% |
Ocean Power Technologies Inc | 99.88% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.11 |
Beta (5Y) | 1.126 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.8% |
Historical Sharpe Ratio (5Y) | -0.0056 |
Historical Sortino (5Y) | -0.0142 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.87% |