American Superconductor Corp (AMSC)
27.04
-1.50
(-5.26%)
USD |
NASDAQ |
Nov 04, 16:00
27.10
+0.06
(+0.22%)
After-Hours: 07:39
American Superconductor Max Drawdown (5Y): 89.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.06% |
| September 30, 2024 | 89.06% |
| August 31, 2024 | 89.06% |
| July 31, 2024 | 89.06% |
| June 30, 2024 | 89.06% |
| May 31, 2024 | 89.06% |
| April 30, 2024 | 89.06% |
| March 31, 2024 | 89.06% |
| February 29, 2024 | 89.06% |
| January 31, 2024 | 89.06% |
| December 31, 2023 | 89.06% |
| November 30, 2023 | 89.06% |
| October 31, 2023 | 89.06% |
| September 30, 2023 | 89.06% |
| August 31, 2023 | 89.06% |
| July 31, 2023 | 89.06% |
| June 30, 2023 | 89.06% |
| May 31, 2023 | 89.06% |
| April 30, 2023 | 89.06% |
| March 31, 2023 | 89.06% |
| February 28, 2023 | 89.06% |
| January 31, 2023 | 89.06% |
| December 31, 2022 | 89.06% |
| November 30, 2022 | 88.39% |
| October 31, 2022 | 87.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 90.37% |
| August 31, 2022 | 90.37% |
| July 31, 2022 | 90.37% |
| June 30, 2022 | 90.37% |
| May 31, 2022 | 92.44% |
| April 30, 2022 | 92.44% |
| March 31, 2022 | 92.44% |
| February 28, 2022 | 92.44% |
| January 31, 2022 | 92.44% |
| December 31, 2021 | 92.44% |
| November 30, 2021 | 92.44% |
| October 31, 2021 | 92.44% |
| September 30, 2021 | 92.44% |
| August 31, 2021 | 92.44% |
| July 31, 2021 | 92.44% |
| June 30, 2021 | 92.44% |
| May 31, 2021 | 92.44% |
| April 30, 2021 | 92.44% |
| March 31, 2021 | 92.44% |
| February 28, 2021 | 92.44% |
| January 31, 2021 | 92.44% |
| December 31, 2020 | 93.82% |
| November 30, 2020 | 95.61% |
| October 31, 2020 | 97.69% |
| September 30, 2020 | 98.62% |
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
87.47%
Minimum
Oct 2022
99.07%
Maximum
Nov 2019
92.21%
Average
92.44%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| TPI Composites Inc | 97.57% |
| Enerpac Tool Group Corp | 53.61% |
| Nordson Corp | 44.23% |
| Taylor Devices Inc | 66.49% |
| Serve Robotics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.307 |
| Beta (5Y) | 2.137 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.19% |
| Historical Sharpe Ratio (5Y) | 0.2799 |
| Historical Sortino (5Y) | 0.7003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.19% |