Schmitt Industries Inc (SMIT)
0.031
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Schmitt Industries Max Drawdown (5Y): 99.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.88% |
| March 31, 2024 | 99.88% |
| February 29, 2024 | 99.88% |
| January 31, 2024 | 99.88% |
| December 31, 2023 | 99.88% |
| November 30, 2023 | 99.88% |
| October 31, 2023 | 99.88% |
| September 30, 2023 | 99.88% |
| August 31, 2023 | 99.88% |
| July 31, 2023 | 99.88% |
| June 30, 2023 | 99.88% |
| May 31, 2023 | 99.88% |
| April 30, 2023 | 99.88% |
| March 31, 2023 | 99.88% |
| February 28, 2023 | 99.88% |
| January 31, 2023 | 99.88% |
| December 31, 2022 | 97.03% |
| November 30, 2022 | 88.50% |
| October 31, 2022 | 84.30% |
| September 30, 2022 | 76.92% |
| August 31, 2022 | 54.64% |
| July 31, 2022 | 54.64% |
| June 30, 2022 | 54.64% |
| May 31, 2022 | 54.64% |
| April 30, 2022 | 54.64% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.64% |
| February 28, 2022 | 56.80% |
| January 31, 2022 | 58.54% |
| December 31, 2021 | 60.53% |
| November 30, 2021 | 60.53% |
| October 31, 2021 | 60.53% |
| September 30, 2021 | 60.53% |
| August 31, 2021 | 60.53% |
| July 31, 2021 | 61.33% |
| June 30, 2021 | 62.13% |
| May 31, 2021 | 63.38% |
| April 30, 2021 | 63.38% |
| March 31, 2021 | 63.38% |
| February 28, 2021 | 63.38% |
| January 31, 2021 | 63.38% |
| December 31, 2020 | 63.38% |
| November 30, 2020 | 63.38% |
| October 31, 2020 | 63.38% |
| September 30, 2020 | 63.38% |
| August 31, 2020 | 63.38% |
| July 31, 2020 | 63.38% |
| June 30, 2020 | 63.38% |
| May 31, 2020 | 63.38% |
| April 30, 2020 | 63.38% |
| March 31, 2020 | 63.38% |
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
54.64%
Minimum
Mar 2022
99.88%
Maximum
Jan 2023
73.31%
Average
63.38%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Cognex Corp | 62.68% |
| Mesa Laboratories Inc | 74.40% |
| Sono-Tek Corp | 54.89% |
| Focus Universal Inc | 98.06% |
| Qorvo Inc | 60.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.33 |
| Beta (5Y) | 0.2279 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.32% |
| Historical Sharpe Ratio (5Y) | -0.662 |
| Historical Sortino (5Y) | -0.7672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 62.47% |