Elcom International Inc (ELCO)
16.50
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Elcom International Max Drawdown (5Y): 76.47% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 76.47% |
| April 30, 2024 | 76.47% |
| March 31, 2024 | 81.00% |
| February 29, 2024 | 82.00% |
| January 31, 2024 | 83.90% |
| December 31, 2023 | 84.00% |
| November 30, 2023 | 84.00% |
| October 31, 2023 | 84.00% |
| September 30, 2023 | 84.00% |
| August 31, 2023 | 84.00% |
| July 31, 2023 | 84.00% |
| June 30, 2023 | 84.00% |
| May 31, 2023 | 84.00% |
| April 30, 2023 | 84.00% |
| March 31, 2023 | 84.00% |
| February 28, 2023 | 84.00% |
| January 31, 2023 | 84.00% |
| December 31, 2022 | 84.00% |
| November 30, 2022 | 84.00% |
| October 31, 2022 | 84.00% |
| September 30, 2022 | 84.00% |
| August 31, 2022 | 84.00% |
| July 31, 2022 | 84.00% |
| June 30, 2022 | 84.00% |
| May 31, 2022 | 84.00% |
| Date | Value |
|---|---|
| April 30, 2022 | 84.00% |
| March 31, 2022 | 84.00% |
| February 28, 2022 | 84.00% |
| January 31, 2022 | 93.78% |
| December 31, 2021 | 93.78% |
| November 30, 2021 | 93.78% |
| October 31, 2021 | 94.26% |
| September 30, 2021 | 95.45% |
| August 31, 2021 | 96.36% |
| July 31, 2021 | 96.94% |
| June 30, 2021 | 97.13% |
| May 31, 2021 | 97.51% |
| April 30, 2021 | 97.51% |
| March 31, 2021 | 97.89% |
| February 28, 2021 | 97.89% |
| January 31, 2021 | 97.89% |
| December 31, 2020 | 97.89% |
| November 30, 2020 | 97.89% |
| October 31, 2020 | 97.89% |
| September 30, 2020 | 97.89% |
| August 31, 2020 | 97.89% |
| July 31, 2020 | 97.89% |
| June 30, 2020 | 97.89% |
| May 31, 2020 | 97.89% |
| April 30, 2020 | 97.89% |
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
76.47%
Minimum
Apr 2024
97.89%
Maximum
Jun 2019
90.70%
Average
93.78%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Cognizant Technology Solutions Corp | 49.77% |
| ExlService Holdings Inc | 46.23% |
| Castellum Inc | 99.94% |
| BM Technologies Inc | -- |
| Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.677 |
| Beta (5Y) | 0.0654 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.52% |
| Historical Sharpe Ratio (5Y) | 0.1756 |
| Historical Sortino (5Y) | 0.4241 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.74% |