BK Technologies Corp (BKTI)
33.76
-0.35
(-1.03%)
USD |
NYAM |
Nov 21, 16:00
31.01
-2.75
(-8.15%)
After-Hours: 05:28
BK Technologies Max Drawdown (5Y): 80.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 80.19% |
September 30, 2024 | 80.19% |
August 31, 2024 | 80.19% |
July 31, 2024 | 80.19% |
June 30, 2024 | 80.19% |
May 31, 2024 | 80.19% |
April 30, 2024 | 80.19% |
March 31, 2024 | 80.19% |
February 29, 2024 | 80.19% |
January 31, 2024 | 80.19% |
December 31, 2023 | 80.19% |
November 30, 2023 | 80.19% |
October 31, 2023 | 80.19% |
September 30, 2023 | 80.19% |
August 31, 2023 | 80.19% |
July 31, 2023 | 80.19% |
June 30, 2023 | 80.19% |
May 31, 2023 | 80.19% |
April 30, 2023 | 80.19% |
March 31, 2023 | 80.19% |
February 28, 2023 | 80.19% |
January 31, 2023 | 80.19% |
December 31, 2022 | 80.19% |
November 30, 2022 | 80.19% |
October 31, 2022 | 80.19% |
Date | Value |
---|---|
September 30, 2022 | 80.19% |
August 31, 2022 | 80.19% |
July 31, 2022 | 80.19% |
June 30, 2022 | 80.19% |
May 31, 2022 | 80.19% |
April 30, 2022 | 80.19% |
March 31, 2022 | 80.19% |
February 28, 2022 | 80.19% |
January 31, 2022 | 80.19% |
December 31, 2021 | 80.19% |
November 30, 2021 | 80.19% |
October 31, 2021 | 80.19% |
September 30, 2021 | 80.19% |
August 31, 2021 | 80.19% |
July 31, 2021 | 80.19% |
June 30, 2021 | 80.19% |
May 31, 2021 | 80.19% |
April 30, 2021 | 80.19% |
March 31, 2021 | 80.19% |
February 28, 2021 | 80.19% |
January 31, 2021 | 80.19% |
December 31, 2020 | 80.19% |
November 30, 2020 | 80.19% |
October 31, 2020 | 80.19% |
September 30, 2020 | 80.19% |
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
55.36%
Minimum
Nov 2019
80.19%
Maximum
Mar 2020
78.67%
Average
80.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Comtech Telecommunications Corp | 95.48% |
Harmonic Inc | 50.30% |
Viavi Solutions Inc | 62.88% |
KVH Industries Inc | 71.49% |
Inseego Corp | 99.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.953 |
Beta (5Y) | 1.182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.17% |
Historical Sharpe Ratio (5Y) | 0.1427 |
Historical Sortino (5Y) | 0.276 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.31% |