Beam Global (BEEM)
6.90
-0.02
(-0.29%)
USD |
NASDAQ |
Mar 28, 13:49
Beam Global Max Drawdown (5Y): 93.18% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 93.18% |
January 31, 2024 | 93.18% |
December 31, 2023 | 93.18% |
November 30, 2023 | 92.75% |
October 31, 2023 | 92.63% |
September 30, 2023 | 90.43% |
August 31, 2023 | 89.52% |
July 31, 2023 | 88.32% |
June 30, 2023 | 88.32% |
May 31, 2023 | 88.32% |
April 30, 2023 | 87.91% |
March 31, 2023 | 87.29% |
February 28, 2023 | 87.29% |
January 31, 2023 | 87.29% |
December 31, 2022 | 87.29% |
November 30, 2022 | 87.29% |
October 31, 2022 | 87.29% |
September 30, 2022 | 85.33% |
August 31, 2022 | 85.33% |
July 31, 2022 | 85.33% |
June 30, 2022 | 85.33% |
May 31, 2022 | 85.33% |
April 30, 2022 | 85.33% |
March 31, 2022 | 85.33% |
February 28, 2022 | 85.33% |
Date | Value |
---|---|
January 31, 2022 | 85.33% |
December 31, 2021 | 81.33% |
November 30, 2021 | 81.33% |
October 31, 2021 | 81.33% |
September 30, 2021 | 81.33% |
August 31, 2021 | 81.33% |
July 31, 2021 | 81.33% |
June 30, 2021 | 81.33% |
May 31, 2021 | 81.33% |
April 30, 2021 | 81.33% |
March 31, 2021 | 81.33% |
February 28, 2021 | 81.33% |
January 31, 2021 | 81.33% |
December 31, 2020 | 81.33% |
November 30, 2020 | 83.43% |
October 31, 2020 | 84.20% |
September 30, 2020 | 85.51% |
August 31, 2020 | 85.51% |
July 31, 2020 | 85.51% |
June 30, 2020 | 85.51% |
May 31, 2020 | 85.51% |
April 30, 2020 | 86.82% |
March 31, 2020 | 86.82% |
February 29, 2020 | 86.82% |
January 31, 2020 | 86.82% |
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
81.33%
Minimum
Dec 2020
93.18%
Maximum
Dec 2023
86.00%
Average
86.82%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Amkor Technology Inc | 61.26% |
AXT Inc | 87.44% |
Entegris Inc | 59.32% |
inTest Corp | 77.88% |
IPG Photonics Corp | 68.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.78 |
Beta (5Y) | 1.515 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.7% |
Historical Sharpe Ratio (5Y) | -0.0791 |
Historical Sortino (5Y) | -0.2197 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.75% |