CPI Aerostructures Inc (CVU)
2.71
-0.04
(-1.45%)
USD |
NYAM |
Apr 30, 12:04
CPI Aerostructures Max Drawdown (5Y): 92.55% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 92.55% |
February 29, 2024 | 92.55% |
January 31, 2024 | 92.55% |
December 31, 2023 | 92.55% |
November 30, 2023 | 92.55% |
October 31, 2023 | 92.55% |
September 30, 2023 | 92.55% |
August 31, 2023 | 92.55% |
July 31, 2023 | 92.55% |
June 30, 2023 | 92.55% |
May 31, 2023 | 92.55% |
April 30, 2023 | 92.55% |
March 31, 2023 | 92.55% |
February 28, 2023 | 92.55% |
January 31, 2023 | 92.55% |
December 31, 2022 | 92.55% |
November 30, 2022 | 92.55% |
October 31, 2022 | 92.55% |
September 30, 2022 | 92.55% |
August 31, 2022 | 90.91% |
July 31, 2022 | 90.48% |
June 30, 2022 | 88.14% |
May 31, 2022 | 88.14% |
April 30, 2022 | 88.14% |
March 31, 2022 | 88.14% |
Date | Value |
---|---|
February 28, 2022 | 88.14% |
January 31, 2022 | 88.14% |
December 31, 2021 | 88.14% |
November 30, 2021 | 88.14% |
October 31, 2021 | 88.14% |
September 30, 2021 | 88.14% |
August 31, 2021 | 88.14% |
July 31, 2021 | 88.14% |
June 30, 2021 | 88.14% |
May 31, 2021 | 88.14% |
April 30, 2021 | 88.14% |
March 31, 2021 | 88.14% |
February 28, 2021 | 88.14% |
January 31, 2021 | 88.14% |
December 31, 2020 | 88.14% |
November 30, 2020 | 88.14% |
October 31, 2020 | 88.14% |
September 30, 2020 | 88.14% |
August 31, 2020 | 88.14% |
July 31, 2020 | 88.14% |
June 30, 2020 | 88.14% |
May 31, 2020 | 88.14% |
April 30, 2020 | 88.14% |
March 31, 2020 | 88.14% |
February 29, 2020 | 73.25% |
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
66.46%
Minimum
Apr 2019
92.55%
Maximum
Sep 2022
85.76%
Average
88.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Astronics Corp | 87.10% |
Innovative Solutions and Support Inc | 62.41% |
Woodward Inc | 60.61% |
Air Industries Group | 93.83% |
Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -42.42 |
Beta (5Y) | 1.681 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.70% |
Historical Sharpe Ratio (5Y) | -0.2476 |
Historical Sortino (5Y) | -0.4696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.08% |