EACO Corp (EACO)
37.88
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
EACO Max Drawdown (5Y): 46.65% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 46.65% |
| August 31, 2024 | 46.65% |
| July 31, 2024 | 46.65% |
| June 30, 2024 | 46.65% |
| May 31, 2024 | 46.65% |
| April 30, 2024 | 46.65% |
| March 31, 2024 | 46.65% |
| February 29, 2024 | 46.65% |
| January 31, 2024 | 46.65% |
| December 31, 2023 | 46.65% |
| November 30, 2023 | 46.65% |
| October 31, 2023 | 46.65% |
| September 30, 2023 | 46.65% |
| August 31, 2023 | 46.65% |
| July 31, 2023 | 46.65% |
| June 30, 2023 | 46.65% |
| May 31, 2023 | 46.65% |
| April 30, 2023 | 46.65% |
| March 31, 2023 | 50.14% |
| February 28, 2023 | 54.84% |
| January 31, 2023 | 54.84% |
| December 31, 2022 | 54.84% |
| November 30, 2022 | 54.84% |
| October 31, 2022 | 62.68% |
| September 30, 2022 | 65.82% |
| Date | Value |
|---|---|
| August 31, 2022 | 65.82% |
| July 31, 2022 | 65.82% |
| June 30, 2022 | 65.82% |
| May 31, 2022 | 65.82% |
| April 30, 2022 | 65.82% |
| March 31, 2022 | 65.82% |
| February 28, 2022 | 65.82% |
| January 31, 2022 | 65.82% |
| December 31, 2021 | 65.82% |
| November 30, 2021 | 65.82% |
| October 31, 2021 | 65.82% |
| September 30, 2021 | 65.82% |
| August 31, 2021 | 66.85% |
| July 31, 2021 | 67.55% |
| June 30, 2021 | 67.77% |
| May 31, 2021 | 69.39% |
| April 30, 2021 | 70.36% |
| March 31, 2021 | 73.93% |
| February 28, 2021 | 74.04% |
| January 31, 2021 | 75.12% |
| December 31, 2020 | 75.12% |
| November 30, 2020 | 75.12% |
| October 31, 2020 | 75.12% |
| September 30, 2020 | 75.12% |
| August 31, 2020 | 75.12% |
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
46.65%
Minimum
Apr 2023
75.12%
Maximum
Nov 2019
61.77%
Average
65.82%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Arrow Electronics Inc | 52.77% |
| Avnet Inc | 58.40% |
| Parkervision Inc | 98.11% |
| Richardson Electronics Ltd | 68.48% |
| Taitron Components Inc | 71.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.44 |
| Beta (5Y) | 0.0822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.68% |
| Historical Sharpe Ratio (5Y) | 0.365 |
| Historical Sortino (5Y) | 0.5087 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.90% |