CTS Corp (CTS)
46.16
+0.48
(+1.05%)
USD |
NYSE |
Apr 26, 16:00
46.11
-0.05
(-0.11%)
After-Hours: 20:00
CTS Max Drawdown (5Y): 52.58% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 52.58% |
July 31, 2020 | 52.58% |
June 30, 2020 | 52.58% |
May 31, 2020 | 52.58% |
April 30, 2020 | 52.58% |
March 31, 2020 | 52.58% |
February 29, 2020 | 37.79% |
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
Apr 2019
52.58%
Maximum
Mar 2020
49.87%
Average
52.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Allient Inc | 63.11% |
Data I/O Corp | 84.25% |
LGL Group Inc | 73.75% |
Vuzix Corp | 96.04% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3024 |
Beta (5Y) | 0.6129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.08% |
Historical Sharpe Ratio (5Y) | 0.2436 |
Historical Sortino (5Y) | 0.4186 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.47% |