Smith-Midland Corp (SMID)
36.53
-0.02
(-0.05%)
USD |
NASDAQ |
May 02, 09:35
Smith-Midland Max Drawdown (5Y): 72.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 72.37% |
| March 31, 2024 | 72.37% |
| February 29, 2024 | 72.37% |
| January 31, 2024 | 72.37% |
| December 31, 2023 | 72.37% |
| November 30, 2023 | 72.37% |
| October 31, 2023 | 72.37% |
| September 30, 2023 | 72.37% |
| August 31, 2023 | 72.37% |
| July 31, 2023 | 72.37% |
| June 30, 2023 | 72.37% |
| May 31, 2023 | 72.37% |
| April 30, 2023 | 72.37% |
| March 31, 2023 | 72.37% |
| February 28, 2023 | 72.37% |
| January 31, 2023 | 72.37% |
| December 31, 2022 | 72.37% |
| November 30, 2022 | 72.37% |
| October 31, 2022 | 72.37% |
| September 30, 2022 | 72.37% |
| August 31, 2022 | 72.37% |
| July 31, 2022 | 72.37% |
| June 30, 2022 | 70.65% |
| May 31, 2022 | 70.52% |
| April 30, 2022 | 66.68% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.73% |
| February 28, 2022 | 55.26% |
| January 31, 2022 | 53.50% |
| December 31, 2021 | 53.50% |
| November 30, 2021 | 53.50% |
| October 31, 2021 | 53.50% |
| September 30, 2021 | 53.50% |
| August 31, 2021 | 53.50% |
| July 31, 2021 | 53.50% |
| June 30, 2021 | 53.50% |
| May 31, 2021 | 53.50% |
| April 30, 2021 | 53.50% |
| March 31, 2021 | 53.50% |
| February 28, 2021 | 53.50% |
| January 31, 2021 | 53.50% |
| December 31, 2020 | 53.50% |
| November 30, 2020 | 53.50% |
| October 31, 2020 | 53.50% |
| September 30, 2020 | 53.50% |
| August 31, 2020 | 53.50% |
| July 31, 2020 | 53.50% |
| June 30, 2020 | 53.50% |
| May 31, 2020 | 53.50% |
| April 30, 2020 | 53.50% |
| March 31, 2020 | 53.50% |
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
34.47%
Minimum
May 2019
72.37%
Maximum
Jul 2022
58.63%
Average
53.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Worthington Steel Inc | -- |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.84 |
| Beta (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.73% |
| Historical Sharpe Ratio (5Y) | 0.436 |
| Historical Sortino (5Y) | 0.9678 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.59% |