Altair Corp (ATCD)
1350.00
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Altair Max Drawdown (5Y): 67.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 67.86% |
February 29, 2024 | 67.86% |
January 31, 2024 | 67.86% |
December 31, 2023 | 67.86% |
November 30, 2023 | 67.86% |
October 31, 2023 | 67.86% |
September 30, 2023 | 67.86% |
August 31, 2023 | 67.86% |
July 31, 2023 | 59.83% |
June 30, 2023 | 59.83% |
May 31, 2023 | 59.83% |
April 30, 2023 | 59.82% |
March 31, 2023 | 59.82% |
February 28, 2023 | 59.82% |
January 31, 2023 | 59.82% |
December 31, 2022 | 59.82% |
November 30, 2022 | 59.82% |
October 31, 2022 | 59.82% |
September 30, 2022 | 59.82% |
August 31, 2022 | 59.82% |
July 31, 2022 | 59.82% |
June 30, 2022 | 59.82% |
May 31, 2022 | 59.82% |
April 30, 2022 | 59.82% |
March 31, 2022 | 59.82% |
Date | Value |
---|---|
February 28, 2022 | 59.82% |
January 31, 2022 | 59.82% |
December 31, 2021 | 59.82% |
November 30, 2021 | 59.82% |
October 31, 2021 | 59.82% |
September 30, 2021 | 59.82% |
August 31, 2021 | 59.82% |
July 31, 2021 | 59.82% |
June 30, 2021 | 59.82% |
May 31, 2021 | 59.82% |
April 30, 2021 | 59.82% |
March 31, 2021 | 59.82% |
February 28, 2021 | 59.82% |
January 31, 2021 | 59.82% |
December 31, 2020 | 59.82% |
November 30, 2020 | 59.82% |
October 31, 2020 | 59.82% |
September 30, 2020 | 59.82% |
August 31, 2020 | 46.20% |
July 31, 2020 | 46.20% |
June 30, 2020 | 46.20% |
May 31, 2020 | 46.20% |
April 30, 2020 | 46.20% |
March 31, 2020 | 46.20% |
February 29, 2020 | 46.20% |
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
32.00%
Minimum
Apr 2019
67.86%
Maximum
Aug 2023
56.09%
Average
59.82%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
American Superconductor Corp | 89.06% |
Nordson Corp | 44.23% |
Taylor Devices Inc | 66.49% |
TPI Composites Inc | 97.57% |
Shapeways Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.80 |
Beta (5Y) | 0.8255 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.20% |
Historical Sharpe Ratio (5Y) | -0.2651 |
Historical Sortino (5Y) | -0.5064 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.08% |