Strattec Security Corp (STRT)
24.79
-1.09
(-4.21%)
USD |
NASDAQ |
May 17, 16:00
24.91
+0.12
(+0.48%)
After-Hours: 20:00
Strattec Security Max Drawdown (5Y): 83.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.68% |
March 31, 2024 | 83.68% |
February 29, 2024 | 83.68% |
January 31, 2024 | 83.68% |
December 31, 2023 | 83.68% |
November 30, 2023 | 83.68% |
October 31, 2023 | 83.68% |
September 30, 2023 | 83.68% |
August 31, 2023 | 83.68% |
July 31, 2023 | 83.68% |
June 30, 2023 | 83.68% |
May 31, 2023 | 83.68% |
April 30, 2023 | 83.68% |
March 31, 2023 | 83.68% |
February 28, 2023 | 83.68% |
January 31, 2023 | 83.68% |
December 31, 2022 | 83.68% |
November 30, 2022 | 83.68% |
October 31, 2022 | 83.68% |
September 30, 2022 | 83.68% |
August 31, 2022 | 83.68% |
July 31, 2022 | 83.68% |
June 30, 2022 | 83.68% |
May 31, 2022 | 83.68% |
April 30, 2022 | 83.68% |
Date | Value |
---|---|
March 31, 2022 | 83.68% |
February 28, 2022 | 83.68% |
January 31, 2022 | 83.68% |
December 31, 2021 | 83.68% |
November 30, 2021 | 83.68% |
October 31, 2021 | 83.68% |
September 30, 2021 | 83.68% |
August 31, 2021 | 83.68% |
July 31, 2021 | 83.68% |
June 30, 2021 | 83.68% |
May 31, 2021 | 83.68% |
April 30, 2021 | 83.68% |
March 31, 2021 | 83.68% |
February 28, 2021 | 83.68% |
January 31, 2021 | 83.68% |
December 31, 2020 | 83.68% |
November 30, 2020 | 83.68% |
October 31, 2020 | 83.68% |
September 30, 2020 | 83.68% |
August 31, 2020 | 83.68% |
July 31, 2020 | 83.68% |
June 30, 2020 | 83.68% |
May 31, 2020 | 83.68% |
April 30, 2020 | 83.68% |
March 31, 2020 | 83.68% |
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
77.72%
Minimum
May 2019
83.68%
Maximum
Mar 2020
83.15%
Average
83.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lear Corp | 64.51% |
Commercial Vehicle Group Inc | 90.48% |
Dorman Products Inc | 50.78% |
Gentex Corp | 35.99% |
Monro Inc | 70.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.34 |
Beta (5Y) | 1.102 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.79% |
Historical Sharpe Ratio (5Y) | -0.1288 |
Historical Sortino (5Y) | -0.2597 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.40% |