Aehr Test Systems (AEHR)
11.70
+0.43
(+3.82%)
USD |
NASDAQ |
Nov 21, 16:00
11.66
-0.04
(-0.34%)
After-Hours: 05:26
Aehr Test Systems Max Drawdown (5Y): 81.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.06% |
September 30, 2024 | 81.06% |
August 31, 2024 | 81.06% |
July 31, 2024 | 81.06% |
June 30, 2024 | 81.06% |
May 31, 2024 | 80.70% |
April 30, 2024 | 80.70% |
March 31, 2024 | 79.20% |
February 29, 2024 | 78.93% |
January 31, 2024 | 78.93% |
December 31, 2023 | 80.41% |
November 30, 2023 | 80.41% |
October 31, 2023 | 80.41% |
September 30, 2023 | 80.41% |
August 31, 2023 | 80.41% |
July 31, 2023 | 80.41% |
June 30, 2023 | 80.41% |
May 31, 2023 | 80.41% |
April 30, 2023 | 80.41% |
March 31, 2023 | 80.41% |
February 28, 2023 | 80.41% |
January 31, 2023 | 80.41% |
December 31, 2022 | 80.41% |
November 30, 2022 | 80.41% |
October 31, 2022 | 80.41% |
Date | Value |
---|---|
September 30, 2022 | 80.41% |
August 31, 2022 | 80.41% |
July 31, 2022 | 80.41% |
June 30, 2022 | 80.41% |
May 31, 2022 | 80.41% |
April 30, 2022 | 80.41% |
March 31, 2022 | 80.41% |
February 28, 2022 | 80.41% |
January 31, 2022 | 80.41% |
December 31, 2021 | 80.41% |
November 30, 2021 | 80.41% |
October 31, 2021 | 80.41% |
September 30, 2021 | 80.41% |
August 31, 2021 | 80.41% |
July 31, 2021 | 80.41% |
June 30, 2021 | 80.41% |
May 31, 2021 | 80.41% |
April 30, 2021 | 80.41% |
March 31, 2021 | 80.41% |
February 28, 2021 | 80.41% |
January 31, 2021 | 80.41% |
December 31, 2020 | 80.41% |
November 30, 2020 | 80.41% |
October 31, 2020 | 80.41% |
September 30, 2020 | 80.41% |
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
78.93%
Minimum
Jan 2024
81.06%
Maximum
Jun 2024
80.40%
Average
80.41%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Cohu Inc | 63.49% |
Electro-Sensors Inc | 59.29% |
Frequency Electronics Inc | 62.46% |
Itron Inc | 65.26% |
MKS Instruments Inc | 66.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 24.58 |
Beta (5Y) | 2.032 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.4% |
Historical Sharpe Ratio (5Y) | 0.4254 |
Historical Sortino (5Y) | 1.204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.64% |