Aspen Aerogels Inc (ASPN)
14.95
+0.13
(+0.88%)
USD |
NYSE |
Apr 19, 16:00
14.81
-0.14
(-0.94%)
After-Hours: 19:01
Aspen Aerogels Max Drawdown (5Y): 91.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 91.34% |
| February 29, 2024 | 91.34% |
| January 31, 2024 | 91.34% |
| December 31, 2023 | 91.34% |
| November 30, 2023 | 91.34% |
| October 31, 2023 | 91.34% |
| September 30, 2023 | 91.34% |
| August 31, 2023 | 91.34% |
| July 31, 2023 | 91.34% |
| June 30, 2023 | 91.34% |
| May 31, 2023 | 91.34% |
| April 30, 2023 | 91.34% |
| March 31, 2023 | 89.30% |
| February 28, 2023 | 86.76% |
| January 31, 2023 | 86.76% |
| December 31, 2022 | 86.76% |
| November 30, 2022 | 86.76% |
| October 31, 2022 | 86.76% |
| September 30, 2022 | 86.76% |
| August 31, 2022 | 86.76% |
| July 31, 2022 | 86.76% |
| June 30, 2022 | 86.76% |
| May 31, 2022 | 85.95% |
| April 30, 2022 | 85.95% |
| March 31, 2022 | 85.95% |
| Date | Value |
|---|---|
| February 28, 2022 | 85.95% |
| January 31, 2022 | 85.95% |
| December 31, 2021 | 85.95% |
| November 30, 2021 | 85.95% |
| October 31, 2021 | 85.95% |
| September 30, 2021 | 85.95% |
| August 31, 2021 | 85.95% |
| July 31, 2021 | 85.95% |
| June 30, 2021 | 85.95% |
| May 31, 2021 | 85.95% |
| April 30, 2021 | 85.95% |
| March 31, 2021 | 85.95% |
| February 28, 2021 | 85.95% |
| January 31, 2021 | 85.95% |
| December 31, 2020 | 85.95% |
| November 30, 2020 | 85.95% |
| October 31, 2020 | 85.95% |
| September 30, 2020 | 85.95% |
| August 31, 2020 | 85.95% |
| July 31, 2020 | 85.95% |
| June 30, 2020 | 85.95% |
| May 31, 2020 | 85.95% |
| April 30, 2020 | 85.95% |
| March 31, 2020 | 85.95% |
| February 29, 2020 | 85.95% |
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
85.95%
Minimum
Apr 2019
91.34%
Maximum
Apr 2023
87.21%
Average
85.95%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Masco Corp | 44.83% |
| Beacon Roofing Supply Inc | 81.98% |
| EVI Industries Inc | 83.32% |
| DXP Enterprises Inc | 77.28% |
| L.B. Foster Co | 77.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.56 |
| Beta (5Y) | 2.038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.72% |
| Historical Sharpe Ratio (5Y) | 0.5737 |
| Historical Sortino (5Y) | 1.043 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.41% |