Deswell Industries Inc (DSWL)
2.28
-0.01
(-0.51%)
USD |
NASDAQ |
Apr 30, 16:00
2.30
+0.02
(+0.88%)
After-Hours: 20:00
Deswell Industries Max Drawdown (5Y): 54.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.46% |
| March 31, 2024 | 54.46% |
| February 29, 2024 | 54.46% |
| January 31, 2024 | 54.46% |
| December 31, 2023 | 54.46% |
| November 30, 2023 | 54.46% |
| October 31, 2023 | 54.05% |
| September 30, 2023 | 51.97% |
| August 31, 2023 | 49.06% |
| July 31, 2023 | 48.05% |
| June 30, 2023 | 48.05% |
| May 31, 2023 | 48.05% |
| April 30, 2023 | 48.05% |
| March 31, 2023 | 48.05% |
| February 28, 2023 | 43.24% |
| January 31, 2023 | 42.47% |
| December 31, 2022 | 42.47% |
| November 30, 2022 | 42.47% |
| October 31, 2022 | 42.47% |
| September 30, 2022 | 42.47% |
| August 31, 2022 | 42.47% |
| July 31, 2022 | 42.47% |
| June 30, 2022 | 42.47% |
| May 31, 2022 | 39.74% |
| April 30, 2022 | 35.49% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.72% |
| February 28, 2022 | 34.72% |
| January 31, 2022 | 34.72% |
| December 31, 2021 | 34.72% |
| November 30, 2021 | 34.72% |
| October 31, 2021 | 34.72% |
| September 30, 2021 | 34.72% |
| August 31, 2021 | 34.54% |
| July 31, 2021 | 34.54% |
| June 30, 2021 | 34.54% |
| May 31, 2021 | 34.54% |
| April 30, 2021 | 34.54% |
| March 31, 2021 | 34.54% |
| February 28, 2021 | 34.54% |
| January 31, 2021 | 34.54% |
| December 31, 2020 | 37.05% |
| November 30, 2020 | 50.50% |
| October 31, 2020 | 51.81% |
| September 30, 2020 | 51.81% |
| August 31, 2020 | 51.81% |
| July 31, 2020 | 51.81% |
| June 30, 2020 | 51.81% |
| May 31, 2020 | 51.81% |
| April 30, 2020 | 51.81% |
| March 31, 2020 | 51.81% |
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
34.54%
Minimum
Jan 2021
54.65%
Maximum
May 2019
45.62%
Average
48.05%
Median
Mar 2023
Max Drawdown (5Y) Benchmarks
| WidePoint Corp | 88.89% |
| DecisionPoint Systems Inc | 99.70% |
| Issuer Direct Corp | 64.52% |
| Intellinetics Inc | 96.76% |
| Castellum Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.090 |
| Beta (5Y) | 0.4956 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.10% |
| Historical Sharpe Ratio (5Y) | -0.0578 |
| Historical Sortino (5Y) | -0.1079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |