Autoscope Technologies Corp (AATC)
6.57
-0.08
(-1.20%)
USD |
OTCM |
May 02, 15:47
Autoscope Technologies Max Drawdown (5Y): 64.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.74% |
| March 31, 2024 | 64.74% |
| February 29, 2024 | 64.74% |
| January 31, 2024 | 64.74% |
| December 31, 2023 | 64.74% |
| November 30, 2023 | 64.74% |
| October 31, 2023 | 64.74% |
| September 30, 2023 | 64.74% |
| August 31, 2023 | 64.74% |
| July 31, 2023 | 64.74% |
| June 30, 2023 | 64.74% |
| May 31, 2023 | 64.74% |
| April 30, 2023 | 64.74% |
| March 31, 2023 | 64.74% |
| February 28, 2023 | 64.74% |
| January 31, 2023 | 64.74% |
| December 31, 2022 | 63.63% |
| November 30, 2022 | 67.50% |
| October 31, 2022 | 67.50% |
| September 30, 2022 | 67.50% |
| August 31, 2022 | 67.50% |
| July 31, 2022 | 67.50% |
| June 30, 2022 | 67.50% |
| May 31, 2022 | 67.50% |
| April 30, 2022 | 67.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.50% |
| February 28, 2022 | 67.50% |
| January 31, 2022 | 67.50% |
| December 31, 2021 | 67.50% |
| November 30, 2021 | 67.50% |
| October 31, 2021 | 67.50% |
| September 30, 2021 | 67.50% |
| August 31, 2021 | 67.50% |
| July 31, 2021 | 67.50% |
| June 30, 2021 | 67.50% |
| May 31, 2021 | 69.88% |
| April 30, 2021 | 72.00% |
| March 31, 2021 | 72.75% |
| February 28, 2021 | 79.81% |
| January 31, 2021 | 79.81% |
| December 31, 2020 | 79.81% |
| November 30, 2020 | 79.81% |
| October 31, 2020 | 79.81% |
| September 30, 2020 | 79.81% |
| August 31, 2020 | 79.81% |
| July 31, 2020 | 79.81% |
| June 30, 2020 | 79.81% |
| May 31, 2020 | 79.81% |
| April 30, 2020 | 79.81% |
| March 31, 2020 | 79.81% |
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
63.63%
Minimum
Dec 2022
86.50%
Maximum
May 2019
72.20%
Average
67.50%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| ESCO Technologies Inc | 45.96% |
| Faro Technologies Inc | 89.26% |
| Luna Innovations Inc | 84.44% |
| Trimble Inc | 57.35% |
| Know Labs Inc | 94.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.906 |
| Beta (5Y) | 0.7811 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.54% |
| Historical Sharpe Ratio (5Y) | 0.221 |
| Historical Sortino (5Y) | 0.4313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.15% |