Aura Systems Inc (AUSI)
0.289
+0.04
(+15.60%)
USD |
OTCM |
Nov 21, 16:00
Aura Systems Max Drawdown (5Y): 95.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.43% |
| September 30, 2024 | 95.43% |
| August 31, 2024 | 95.43% |
| July 31, 2024 | 95.43% |
| June 30, 2024 | 95.43% |
| May 31, 2024 | 95.43% |
| April 30, 2024 | 95.43% |
| March 31, 2024 | 95.43% |
| February 29, 2024 | 95.43% |
| January 31, 2024 | 95.43% |
| December 31, 2023 | 95.43% |
| November 30, 2023 | 95.43% |
| October 31, 2023 | 95.43% |
| September 30, 2023 | 95.43% |
| August 31, 2023 | 95.43% |
| July 31, 2023 | 95.43% |
| June 30, 2023 | 95.43% |
| May 31, 2023 | 95.43% |
| April 30, 2023 | 95.43% |
| March 31, 2023 | 95.43% |
| February 28, 2023 | 95.43% |
| January 31, 2023 | 95.43% |
| December 31, 2022 | 95.43% |
| November 30, 2022 | 95.43% |
| October 31, 2022 | 95.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.43% |
| August 31, 2022 | 95.43% |
| July 31, 2022 | 95.43% |
| June 30, 2022 | 95.43% |
| May 31, 2022 | 95.43% |
| April 30, 2022 | 95.43% |
| March 31, 2022 | 95.43% |
| February 28, 2022 | 95.43% |
| January 31, 2022 | 95.43% |
| December 31, 2021 | 95.43% |
| November 30, 2021 | 95.43% |
| October 31, 2021 | 95.43% |
| September 30, 2021 | 96.30% |
| August 31, 2021 | 96.30% |
| July 31, 2021 | 96.30% |
| June 30, 2021 | 96.30% |
| May 31, 2021 | 96.30% |
| April 30, 2021 | 96.30% |
| March 31, 2021 | 96.30% |
| February 28, 2021 | 96.30% |
| January 31, 2021 | 96.30% |
| December 31, 2020 | 96.30% |
| November 30, 2020 | 96.30% |
| October 31, 2020 | 96.30% |
| September 30, 2020 | 97.47% |
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
95.43%
Minimum
Oct 2021
99.46%
Maximum
Nov 2019
96.29%
Average
95.43%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| A.O. Smith Corp | 46.84% |
| Franklin Electric Co Inc | 32.02% |
| Regal Rexnord Corp | 42.32% |
| Generac Holdings Inc | 83.75% |
| American Power Group Corp | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.60 |
| Beta (5Y) | 0.6689 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 133.2% |
| Historical Sharpe Ratio (5Y) | -0.0372 |
| Historical Sortino (5Y) | -0.119 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.06% |