Sypris Solutions Inc (SYPR)
1.35
+0.03
(+2.27%)
USD |
NASDAQ |
May 10, 15:06
Sypris Solutions Max Drawdown (5Y): 80.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.09% |
March 31, 2024 | 83.48% |
February 29, 2024 | 83.82% |
January 31, 2024 | 83.82% |
December 31, 2023 | 83.82% |
November 30, 2023 | 83.82% |
October 31, 2023 | 84.48% |
September 30, 2023 | 88.25% |
August 31, 2023 | 88.25% |
July 31, 2023 | 88.25% |
June 30, 2023 | 88.25% |
May 31, 2023 | 88.25% |
April 30, 2023 | 88.25% |
March 31, 2023 | 88.25% |
February 28, 2023 | 88.25% |
January 31, 2023 | 88.25% |
December 31, 2022 | 88.25% |
November 30, 2022 | 88.25% |
October 31, 2022 | 88.25% |
September 30, 2022 | 88.25% |
August 31, 2022 | 88.25% |
July 31, 2022 | 88.25% |
June 30, 2022 | 88.25% |
May 31, 2022 | 88.25% |
April 30, 2022 | 88.25% |
Date | Value |
---|---|
March 31, 2022 | 88.25% |
February 28, 2022 | 88.25% |
January 31, 2022 | 88.25% |
December 31, 2021 | 88.25% |
November 30, 2021 | 88.25% |
October 31, 2021 | 88.25% |
September 30, 2021 | 88.25% |
August 31, 2021 | 88.25% |
July 31, 2021 | 88.25% |
June 30, 2021 | 88.25% |
May 31, 2021 | 88.26% |
April 30, 2021 | 88.96% |
March 31, 2021 | 88.96% |
February 28, 2021 | 88.96% |
January 31, 2021 | 88.96% |
December 31, 2020 | 88.96% |
November 30, 2020 | 89.66% |
October 31, 2020 | 89.66% |
September 30, 2020 | 89.66% |
August 31, 2020 | 89.66% |
July 31, 2020 | 89.66% |
June 30, 2020 | 89.66% |
May 31, 2020 | 89.66% |
April 30, 2020 | 89.66% |
March 31, 2020 | 89.66% |
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
80.09%
Minimum
Apr 2024
89.66%
Maximum
May 2019
88.18%
Average
88.25%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Commercial Vehicle Group Inc | 90.48% |
Dorman Products Inc | 50.78% |
Monro Inc | 70.05% |
Motorcar Parts of America Inc | 83.50% |
Fox Factory Holding Corp | 79.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.774 |
Beta (5Y) | 0.9523 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.63% |
Historical Sharpe Ratio (5Y) | 0.0827 |
Historical Sortino (5Y) | 0.2004 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.79% |