Bel Fuse Inc (BELFB)
77.15
+1.82
(+2.42%)
USD |
NASDAQ |
Nov 21, 16:00
77.13
-0.02
(-0.03%)
After-Hours: 20:00
Bel Fuse Max Drawdown (5Y): 79.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.79% |
| September 30, 2024 | 79.79% |
| August 31, 2024 | 79.79% |
| July 31, 2024 | 79.79% |
| June 30, 2024 | 79.79% |
| May 31, 2024 | 79.79% |
| April 30, 2024 | 79.79% |
| March 31, 2024 | 79.79% |
| February 29, 2024 | 79.79% |
| January 31, 2024 | 79.79% |
| December 31, 2023 | 79.79% |
| November 30, 2023 | 79.79% |
| October 31, 2023 | 79.79% |
| September 30, 2023 | 79.79% |
| August 31, 2023 | 79.79% |
| July 31, 2023 | 79.79% |
| June 30, 2023 | 79.79% |
| May 31, 2023 | 79.79% |
| April 30, 2023 | 79.79% |
| March 31, 2023 | 79.79% |
| February 28, 2023 | 79.79% |
| January 31, 2023 | 79.79% |
| December 31, 2022 | 79.79% |
| November 30, 2022 | 79.79% |
| October 31, 2022 | 79.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.79% |
| August 31, 2022 | 79.79% |
| July 31, 2022 | 79.79% |
| June 30, 2022 | 79.79% |
| May 31, 2022 | 79.79% |
| April 30, 2022 | 79.79% |
| March 31, 2022 | 79.79% |
| February 28, 2022 | 79.79% |
| January 31, 2022 | 79.79% |
| December 31, 2021 | 79.79% |
| November 30, 2021 | 79.79% |
| October 31, 2021 | 79.79% |
| September 30, 2021 | 79.79% |
| August 31, 2021 | 79.79% |
| July 31, 2021 | 79.79% |
| June 30, 2021 | 79.79% |
| May 31, 2021 | 79.79% |
| April 30, 2021 | 79.79% |
| March 31, 2021 | 79.79% |
| February 28, 2021 | 79.79% |
| January 31, 2021 | 79.79% |
| December 31, 2020 | 79.79% |
| November 30, 2020 | 79.79% |
| October 31, 2020 | 79.79% |
| September 30, 2020 | 79.79% |
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
70.46%
Minimum
Nov 2019
79.79%
Maximum
Apr 2020
79.12%
Average
79.79%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Belden Inc | 70.14% |
| Corning Inc | 48.80% |
| Rogers Corp | 64.26% |
| Vicor Corp | 80.47% |
| nLight Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.85 |
| Beta (5Y) | 1.351 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.15% |
| Historical Sharpe Ratio (5Y) | 0.6161 |
| Historical Sortino (5Y) | 1.197 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.37% |