BIO-key International Inc (BKYI)
1.67
-0.03
(-1.76%)
USD |
NASDAQ |
May 02, 11:18
BIO-key International Max Drawdown (5Y): 99.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 99.20% |
| March 31, 2024 | 99.16% |
| February 29, 2024 | 99.16% |
| January 31, 2024 | 99.16% |
| December 31, 2023 | 98.83% |
| November 30, 2023 | 98.83% |
| October 31, 2023 | 98.73% |
| September 30, 2023 | 97.45% |
| August 31, 2023 | 97.45% |
| July 31, 2023 | 97.45% |
| June 30, 2023 | 97.45% |
| May 31, 2023 | 97.45% |
| April 30, 2023 | 97.45% |
| March 31, 2023 | 97.45% |
| February 28, 2023 | 97.45% |
| January 31, 2023 | 97.45% |
| December 31, 2022 | 97.45% |
| November 30, 2022 | 95.61% |
| October 31, 2022 | 94.06% |
| September 30, 2022 | 94.06% |
| August 31, 2022 | 94.06% |
| July 31, 2022 | 94.06% |
| June 30, 2022 | 94.06% |
| May 31, 2022 | 93.68% |
| April 30, 2022 | 92.99% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.92% |
| February 28, 2022 | 92.92% |
| January 31, 2022 | 92.88% |
| December 31, 2021 | 92.53% |
| November 30, 2021 | 91.46% |
| October 31, 2021 | 90.00% |
| September 30, 2021 | 90.00% |
| August 31, 2021 | 90.00% |
| July 31, 2021 | 89.83% |
| June 30, 2021 | 89.83% |
| May 31, 2021 | 89.83% |
| April 30, 2021 | 89.83% |
| March 31, 2021 | 89.83% |
| February 28, 2021 | 89.83% |
| January 31, 2021 | 89.83% |
| December 31, 2020 | 89.83% |
| November 30, 2020 | 89.83% |
| October 31, 2020 | 89.22% |
| September 30, 2020 | 89.22% |
| August 31, 2020 | 89.22% |
| July 31, 2020 | 89.22% |
| June 30, 2020 | 89.22% |
| May 31, 2020 | 89.22% |
| April 30, 2020 | 89.22% |
| March 31, 2020 | 89.22% |
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
89.22%
Minimum
May 2019
99.20%
Maximum
Apr 2024
92.79%
Average
90.73%
Median
Max Drawdown (5Y) Benchmarks
| American Superconductor Corp | 89.06% |
| ENGlobal Corp | 98.27% |
| Evolv Technologies Holdings Inc | -- |
| Avalon Holdings Corp | 88.49% |
| Compx International Inc | 37.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -68.42 |
| Beta (5Y) | 0.4667 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.21% |
| Historical Sharpe Ratio (5Y) | -0.9135 |
| Historical Sortino (5Y) | -1.353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.00% |