Servotronics Inc (SVT)
13.00
+0.10
(+0.78%)
USD |
NYAM |
Apr 30, 16:00
13.00
0.00 (0.00%)
After-Hours: 20:00
Servotronics Max Drawdown (5Y): 55.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 55.06% |
February 29, 2024 | 55.06% |
January 31, 2024 | 55.06% |
December 31, 2023 | 55.06% |
November 30, 2023 | 55.06% |
October 31, 2023 | 55.06% |
September 30, 2023 | 55.06% |
August 31, 2023 | 55.06% |
July 31, 2023 | 55.06% |
June 30, 2023 | 55.06% |
May 31, 2023 | 55.06% |
April 30, 2023 | 55.06% |
March 31, 2023 | 55.06% |
February 28, 2023 | 55.06% |
January 31, 2023 | 55.06% |
December 31, 2022 | 55.06% |
November 30, 2022 | 55.06% |
October 31, 2022 | 55.06% |
September 30, 2022 | 55.06% |
August 31, 2022 | 55.06% |
July 31, 2022 | 55.06% |
June 30, 2022 | 55.06% |
May 31, 2022 | 55.06% |
April 30, 2022 | 55.06% |
March 31, 2022 | 55.06% |
Date | Value |
---|---|
February 28, 2022 | 55.06% |
January 31, 2022 | 55.06% |
December 31, 2021 | 55.06% |
November 30, 2021 | 55.06% |
October 31, 2021 | 55.06% |
September 30, 2021 | 55.06% |
August 31, 2021 | 55.06% |
July 31, 2021 | 55.06% |
June 30, 2021 | 55.06% |
May 31, 2021 | 55.06% |
April 30, 2021 | 55.06% |
March 31, 2021 | 55.06% |
February 28, 2021 | 55.06% |
January 31, 2021 | 55.06% |
December 31, 2020 | 55.06% |
November 30, 2020 | 55.06% |
October 31, 2020 | 55.06% |
September 30, 2020 | 55.06% |
August 31, 2020 | 55.06% |
July 31, 2020 | 55.06% |
June 30, 2020 | 55.06% |
May 31, 2020 | 55.06% |
April 30, 2020 | 55.06% |
March 31, 2020 | 55.06% |
February 29, 2020 | 40.55% |
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
40.55%
Minimum
Jan 2020
55.06%
Maximum
Mar 2020
52.91%
Average
55.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
A.O. Smith Corp | 46.84% |
Franklin Electric Co Inc | 32.02% |
Regal Rexnord Corp | 42.32% |
Generac Holdings Inc | 83.75% |
Aura Systems Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.417 |
Beta (5Y) | 0.6297 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.38% |
Historical Sharpe Ratio (5Y) | 0.0221 |
Historical Sortino (5Y) | 0.0305 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.06% |