BIO-key International Inc (BKYI)
0.869
+0.03
(+3.93%)
USD |
NASDAQ |
Nov 22, 13:09
BIO-key International Max Drawdown (5Y): 99.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.66% |
| September 30, 2024 | 99.44% |
| August 31, 2024 | 99.28% |
| July 31, 2024 | 99.27% |
| June 30, 2024 | 99.27% |
| May 31, 2024 | 99.23% |
| April 30, 2024 | 99.23% |
| March 31, 2024 | 99.23% |
| February 29, 2024 | 99.23% |
| January 31, 2024 | 99.23% |
| 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 | 94.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.38% |
| August 31, 2022 | 94.38% |
| July 31, 2022 | 94.38% |
| June 30, 2022 | 94.38% |
| May 31, 2022 | 93.68% |
| April 30, 2022 | 92.99% |
| 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% |
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
Nov 2019
99.66%
Maximum
Oct 2024
93.83%
Average
93.33%
Median
Max Drawdown (5Y) Benchmarks
| Compx International Inc | 43.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 99.05% |
| VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.97 |
| Beta (5Y) | 0.2439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.42% |
| Historical Sharpe Ratio (5Y) | -0.8211 |
| Historical Sortino (5Y) | -1.212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.00% |