Compx International Inc (CIX)
27.81
-0.17
(-0.61%)
USD |
NYAM |
Nov 21, 16:00
27.91
+0.10
(+0.36%)
After-Hours: 20:00
Compx International Max Drawdown (5Y): 43.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 43.85% |
September 30, 2024 | 43.85% |
August 31, 2024 | 43.85% |
July 31, 2024 | 43.85% |
June 30, 2024 | 43.85% |
May 31, 2024 | 43.85% |
April 30, 2024 | 37.85% |
March 31, 2024 | 37.85% |
February 29, 2024 | 37.85% |
January 31, 2024 | 37.85% |
December 31, 2023 | 37.85% |
November 30, 2023 | 37.85% |
October 31, 2023 | 37.85% |
September 30, 2023 | 37.85% |
August 31, 2023 | 37.85% |
July 31, 2023 | 37.85% |
June 30, 2023 | 37.85% |
May 31, 2023 | 37.85% |
April 30, 2023 | 37.85% |
March 31, 2023 | 37.85% |
February 28, 2023 | 37.85% |
January 31, 2023 | 37.85% |
December 31, 2022 | 37.85% |
November 30, 2022 | 37.85% |
October 31, 2022 | 37.85% |
Date | Value |
---|---|
September 30, 2022 | 37.85% |
August 31, 2022 | 37.85% |
July 31, 2022 | 37.85% |
June 30, 2022 | 37.85% |
May 31, 2022 | 37.85% |
April 30, 2022 | 37.85% |
March 31, 2022 | 37.85% |
February 28, 2022 | 37.85% |
January 31, 2022 | 37.85% |
December 31, 2021 | 37.85% |
November 30, 2021 | 37.85% |
October 31, 2021 | 37.85% |
September 30, 2021 | 37.85% |
August 31, 2021 | 37.85% |
July 31, 2021 | 38.57% |
June 30, 2021 | 38.57% |
May 31, 2021 | 38.57% |
April 30, 2021 | 38.57% |
March 31, 2021 | 39.73% |
February 28, 2021 | 39.94% |
January 31, 2021 | 43.61% |
December 31, 2020 | 44.05% |
November 30, 2020 | 44.05% |
October 31, 2020 | 47.97% |
September 30, 2020 | 47.97% |
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
37.85%
Minimum
Aug 2021
47.97%
Maximum
Nov 2019
40.89%
Average
37.85%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
NAPCO Security Technologies Inc | 60.30% |
Universal Security Instruments Inc | 94.92% |
Iveda Solutions Inc | 99.05% |
VerifyMe Inc | 99.18% |
BIO-key International Inc | 99.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.693 |
Beta (5Y) | 0.7661 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.95% |
Historical Sharpe Ratio (5Y) | 0.4357 |
Historical Sortino (5Y) | 0.7496 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.96% |