Aura Systems Inc (AUSI)
0.335
+0.01
(+2.74%)
USD |
OTCM |
Apr 01, 09:30
Aura Systems Max Drawdown (5Y): 95.43% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| A.O. Smith Corp | 45.13% |
| Franklin Electric Co Inc | 29.22% |
| Regal Rexnord Corp | 42.32% |
| Generac Holdings Inc | 83.75% |
| American Power Group Corp | 98.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.829 |
| Beta (5Y) | 0.5748 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 134.8% |
| Historical Sharpe Ratio (5Y) | 0.0892 |
| Historical Sortino (5Y) | 0.2945 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.96% |