Astrotech Corp (ASTC)
7.65
+0.04
(+0.53%)
USD |
NASDAQ |
Nov 22, 10:53
Astrotech Max Drawdown (5Y): 95.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.40% |
| September 30, 2024 | 95.40% |
| August 31, 2024 | 95.40% |
| July 31, 2024 | 95.40% |
| June 30, 2024 | 95.40% |
| May 31, 2024 | 95.40% |
| April 30, 2024 | 95.40% |
| March 31, 2024 | 95.40% |
| February 29, 2024 | 95.40% |
| January 31, 2024 | 95.40% |
| December 31, 2023 | 95.40% |
| November 30, 2023 | 95.40% |
| October 31, 2023 | 95.14% |
| September 30, 2023 | 95.14% |
| August 31, 2023 | 95.14% |
| July 31, 2023 | 95.14% |
| June 30, 2023 | 95.14% |
| May 31, 2023 | 95.14% |
| April 30, 2023 | 95.14% |
| March 31, 2023 | 95.14% |
| February 28, 2023 | 95.14% |
| January 31, 2023 | 95.14% |
| December 31, 2022 | 95.14% |
| November 30, 2022 | 94.92% |
| October 31, 2022 | 94.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.96% |
| August 31, 2022 | 93.96% |
| July 31, 2022 | 93.96% |
| June 30, 2022 | 93.96% |
| May 31, 2022 | 93.96% |
| April 30, 2022 | 93.96% |
| March 31, 2022 | 93.96% |
| February 28, 2022 | 93.96% |
| January 31, 2022 | 93.96% |
| December 31, 2021 | 93.96% |
| November 30, 2021 | 93.96% |
| October 31, 2021 | 93.96% |
| September 30, 2021 | 93.96% |
| August 31, 2021 | 93.96% |
| July 31, 2021 | 93.96% |
| June 30, 2021 | 93.96% |
| May 31, 2021 | 93.96% |
| April 30, 2021 | 93.96% |
| March 31, 2021 | 93.96% |
| February 28, 2021 | 93.96% |
| January 31, 2021 | 93.96% |
| December 31, 2020 | 93.96% |
| November 30, 2020 | 93.96% |
| October 31, 2020 | 93.96% |
| September 30, 2020 | 93.96% |
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
93.96%
Minimum
Nov 2019
95.40%
Maximum
Nov 2023
94.49%
Average
93.96%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Genasys Inc | 81.10% |
| MIND Technology Inc | 91.19% |
| Teledyne Technologies Inc | 48.95% |
| Sobr Safe Inc | 99.81% |
| Cepton Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.52 |
| Beta (5Y) | -0.1435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.03% |
| Historical Sharpe Ratio (5Y) | -0.4389 |
| Historical Sortino (5Y) | -0.8627 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.30% |