Electro-Sensors Inc (ELSE)

5.30 +0.15 (+2.91%) USD  |  NASDAQ  |  Dec 20, 16:00
5.30 0.00 (0.00%) After-Hours: 20:00
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Electro-Sensors Max Drawdown (5Y): 59.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Aehr Test Systems 81.06%
Cohu Inc 63.49%
Frequency Electronics Inc 62.46%
Itron Inc 65.26%
MKS Instruments Inc 66.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.931
Beta (5Y) 0.4474
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.12%
Historical Sharpe Ratio (5Y) 0.0289
Historical Sortino (5Y) 0.0501
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.77%