eMagin Corp (EMAN)
1.87
+0.08 (+4.47%)
USD |
NYAM |
Mar 29, 09:43
eMagin Max Drawdown (5Y): 94.03% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| February 28, 2023 | 94.03% |
| January 31, 2023 | 94.03% |
| December 31, 2022 | 94.03% |
| November 30, 2022 | 94.03% |
| October 31, 2022 | 94.03% |
| September 30, 2022 | 94.03% |
| August 31, 2022 | 94.03% |
| July 31, 2022 | 94.03% |
| June 30, 2022 | 94.03% |
| May 31, 2022 | 94.03% |
| April 30, 2022 | 94.03% |
| March 31, 2022 | 94.03% |
| February 28, 2022 | 94.03% |
| January 31, 2022 | 94.03% |
| December 31, 2021 | 94.03% |
| November 30, 2021 | 94.03% |
| October 31, 2021 | 94.03% |
| September 30, 2021 | 94.03% |
| August 31, 2021 | 94.03% |
| July 31, 2021 | 94.03% |
| June 30, 2021 | 94.03% |
| May 31, 2021 | 94.03% |
| April 30, 2021 | 94.03% |
| March 31, 2021 | 94.03% |
| February 28, 2021 | 94.03% |
| Date | Value |
|---|---|
| January 31, 2021 | 94.03% |
| December 31, 2020 | 94.03% |
| November 30, 2020 | 94.03% |
| October 31, 2020 | 94.03% |
| September 30, 2020 | 94.03% |
| August 31, 2020 | 94.03% |
| July 31, 2020 | 94.03% |
| June 30, 2020 | 94.03% |
| May 31, 2020 | 94.03% |
| April 30, 2020 | 94.03% |
| March 31, 2020 | 94.03% |
| February 29, 2020 | 92.65% |
| January 31, 2020 | 92.65% |
| December 31, 2019 | 92.65% |
| November 30, 2019 | 92.65% |
| October 31, 2019 | 92.65% |
| September 30, 2019 | 92.65% |
| August 31, 2019 | 92.65% |
| July 31, 2019 | 88.49% |
| June 30, 2019 | 87.53% |
| May 31, 2019 | 86.03% |
| April 30, 2019 | 84.93% |
| March 31, 2019 | 84.41% |
| February 28, 2019 | 84.41% |
| January 31, 2019 | 84.41% |
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
84.41%
Minimum
Mar 2018
94.03%
Maximum
Mar 2020
91.30%
Average
94.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| LGL Group Inc | 73.75% |
| M-Tron Industries Inc | -- |
| Vuzix Corp | 91.48% |
| Allied Motion Technologies Inc | 63.11% |
| Data I/O Corp | 84.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.24 |
| Beta (5Y) | 1.924 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.8% |
| Historical Sharpe Ratio (5Y) | 0.3003 |
| Historical Sortino (5Y) | 0.7887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.51% |