Aspen Aerogels Inc (ASPN)

12.48 +0.09 (+0.73%) USD  |  NYSE  |  Dec 27, 16:00
12.59 +0.11 (+0.88%) After-Hours: 17:49
More

Aspen Aerogels Max Drawdown (5Y): 91.34% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ASPN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Sparx Holdings Group Inc 99.08%
Beacon Roofing Supply Inc 81.98%
EVI Industries Inc 83.32%
DXP Enterprises Inc 77.36%
L.B. Foster Co 81.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.85
Beta (5Y) 2.114
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 86.88%
Historical Sharpe Ratio (5Y) 0.1656
Historical Sortino (5Y) 0.3404
Monthly Value at Risk (VaR) 5% (5Y Lookback) 34.72%