BK Technologies Corp (BKTI)
14.23
+0.23
(+1.64%)
USD |
NYAM |
Apr 26, 10:29
BK Technologies Max Drawdown (5Y): 77.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 77.48% |
February 29, 2024 | 77.48% |
January 31, 2024 | 77.48% |
December 31, 2023 | 77.48% |
November 30, 2023 | 77.48% |
October 31, 2023 | 77.48% |
September 30, 2023 | 77.48% |
August 31, 2023 | 77.48% |
July 31, 2023 | 77.48% |
June 30, 2023 | 77.48% |
May 31, 2023 | 77.48% |
April 30, 2023 | 77.48% |
March 31, 2023 | 77.48% |
February 28, 2023 | 77.48% |
January 31, 2023 | 77.48% |
December 31, 2022 | 77.48% |
November 30, 2022 | 77.48% |
October 31, 2022 | 77.48% |
September 30, 2022 | 77.48% |
August 31, 2022 | 77.48% |
July 31, 2022 | 77.48% |
June 30, 2022 | 77.48% |
May 31, 2022 | 77.48% |
April 30, 2022 | 77.48% |
March 31, 2022 | 77.48% |
Date | Value |
---|---|
February 28, 2022 | 77.48% |
January 31, 2022 | 77.48% |
December 31, 2021 | 77.48% |
November 30, 2021 | 77.48% |
October 31, 2021 | 77.48% |
September 30, 2021 | 77.48% |
August 31, 2021 | 77.48% |
July 31, 2021 | 77.48% |
June 30, 2021 | 77.48% |
May 31, 2021 | 77.48% |
April 30, 2021 | 77.48% |
March 31, 2021 | 77.48% |
February 28, 2021 | 77.48% |
January 31, 2021 | 77.48% |
December 31, 2020 | 77.48% |
November 30, 2020 | 77.48% |
October 31, 2020 | 77.48% |
September 30, 2020 | 77.48% |
August 31, 2020 | 77.48% |
July 31, 2020 | 77.48% |
June 30, 2020 | 77.48% |
May 31, 2020 | 77.48% |
April 30, 2020 | 77.48% |
March 31, 2020 | 77.48% |
February 29, 2020 | 59.95% |
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
Apr 2019
77.48%
Maximum
Mar 2020
73.53%
Average
77.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Comtech Telecommunications Corp | 91.05% |
Harmonic Inc | 50.30% |
Viavi Solutions Inc | 58.53% |
KVH Industries Inc | 70.84% |
Inseego Corp | 99.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.50 |
Beta (5Y) | 1.172 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.61% |
Historical Sharpe Ratio (5Y) | -0.1228 |
Historical Sortino (5Y) | -0.2184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.31% |