XPEL Inc (XPEL)
32.86
-20.93
(-38.91%)
USD |
NASDAQ |
May 02, 16:00
33.28
+0.42
(+1.28%)
After-Hours: 20:00
XPEL Max Drawdown (5Y): 58.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.89% |
| March 31, 2024 | 58.89% |
| February 29, 2024 | 58.89% |
| January 31, 2024 | 58.89% |
| December 31, 2023 | 58.89% |
| November 30, 2023 | 58.89% |
| October 31, 2023 | 58.89% |
| September 30, 2023 | 58.89% |
| August 31, 2023 | 58.89% |
| July 31, 2023 | 58.89% |
| June 30, 2023 | 58.89% |
| May 31, 2023 | 58.89% |
| April 30, 2023 | 58.89% |
| March 31, 2023 | 58.89% |
| February 28, 2023 | 58.89% |
| January 31, 2023 | 59.53% |
| December 31, 2022 | 64.46% |
| November 30, 2022 | 64.46% |
| October 31, 2022 | 65.50% |
| September 30, 2022 | 65.50% |
| August 31, 2022 | 65.50% |
| July 31, 2022 | 65.50% |
| June 30, 2022 | 65.50% |
| May 31, 2022 | 65.50% |
| April 30, 2022 | 65.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 65.50% |
| February 28, 2022 | 65.50% |
| January 31, 2022 | 65.50% |
| December 31, 2021 | 65.50% |
| November 30, 2021 | 65.50% |
| October 31, 2021 | 65.50% |
| September 30, 2021 | 68.87% |
| August 31, 2021 | 72.76% |
| July 31, 2021 | 72.76% |
| June 30, 2021 | 72.76% |
| May 31, 2021 | 72.76% |
| April 30, 2021 | 72.98% |
| March 31, 2021 | 75.49% |
| February 28, 2021 | 75.49% |
| January 31, 2021 | 79.12% |
| December 31, 2020 | 79.51% |
| November 30, 2020 | 80.13% |
| October 31, 2020 | 83.20% |
| September 30, 2020 | 83.20% |
| August 31, 2020 | 83.20% |
| July 31, 2020 | 83.20% |
| June 30, 2020 | 83.20% |
| May 31, 2020 | 83.20% |
| April 30, 2020 | 83.20% |
| March 31, 2020 | 83.20% |
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
58.89%
Minimum
Feb 2023
83.20%
Maximum
May 2019
70.73%
Average
65.50%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Commercial Vehicle Group Inc | 90.48% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 39.05 |
| Beta (5Y) | 1.778 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.98% |
| Historical Sharpe Ratio (5Y) | 0.8294 |
| Historical Sortino (5Y) | 1.863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.18% |