Compx International Inc (CIX)
22.18
-0.12
(-0.54%)
USD |
NYAM |
Mar 21, 16:00
22.18
0.00 (0.00%)
After-Hours: 18:56
Compx International Max Drawdown (5Y): 43.85% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 99.14% |
| VerifyMe Inc | 98.94% |
| BIO-key International Inc | 99.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.641 |
| Beta (5Y) | 0.7134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.54% |
| Historical Sharpe Ratio (5Y) | 0.3782 |
| Historical Sortino (5Y) | 0.6702 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.55% |