CTS Corp (CTS)
54.29
+1.11
(+2.09%)
USD |
NYSE |
Nov 22, 16:00
54.28
0.00 (0.00%)
After-Hours: 20:00
CTS Max Drawdown (5Y): 52.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.58% |
| September 30, 2024 | 52.58% |
| August 31, 2024 | 52.58% |
| July 31, 2024 | 52.58% |
| June 30, 2024 | 52.58% |
| May 31, 2024 | 52.58% |
| April 30, 2024 | 52.58% |
| March 31, 2024 | 52.58% |
| February 29, 2024 | 52.58% |
| January 31, 2024 | 52.58% |
| December 31, 2023 | 52.58% |
| November 30, 2023 | 52.58% |
| October 31, 2023 | 52.58% |
| September 30, 2023 | 52.58% |
| August 31, 2023 | 52.58% |
| July 31, 2023 | 52.58% |
| June 30, 2023 | 52.58% |
| May 31, 2023 | 52.58% |
| April 30, 2023 | 52.58% |
| March 31, 2023 | 52.58% |
| February 28, 2023 | 52.58% |
| January 31, 2023 | 52.58% |
| December 31, 2022 | 52.58% |
| November 30, 2022 | 52.58% |
| October 31, 2022 | 52.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.58% |
| August 31, 2022 | 52.58% |
| July 31, 2022 | 52.58% |
| June 30, 2022 | 52.58% |
| May 31, 2022 | 52.58% |
| April 30, 2022 | 52.58% |
| March 31, 2022 | 52.58% |
| February 28, 2022 | 52.58% |
| January 31, 2022 | 52.58% |
| December 31, 2021 | 52.58% |
| November 30, 2021 | 52.58% |
| October 31, 2021 | 52.58% |
| September 30, 2021 | 52.58% |
| August 31, 2021 | 52.58% |
| July 31, 2021 | 52.58% |
| June 30, 2021 | 52.58% |
| May 31, 2021 | 52.58% |
| April 30, 2021 | 52.58% |
| March 31, 2021 | 52.58% |
| February 28, 2021 | 52.58% |
| January 31, 2021 | 52.58% |
| December 31, 2020 | 52.58% |
| November 30, 2020 | 52.58% |
| October 31, 2020 | 52.58% |
| September 30, 2020 | 52.58% |
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
37.79%
Minimum
Nov 2019
52.58%
Maximum
Mar 2020
51.60%
Average
52.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Allient Inc | 63.11% |
| Data I/O Corp | 84.25% |
| LGL Group Inc | 50.99% |
| Vuzix Corp | 97.22% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.854 |
| Beta (5Y) | 0.5784 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.25% |
| Historical Sharpe Ratio (5Y) | 0.3404 |
| Historical Sortino (5Y) | 0.6109 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.87% |