EMCORE Corp (EMKR)
2.96
-0.05
(-1.66%)
USD |
NASDAQ |
Nov 13, 16:00
2.97
+0.01
(+0.34%)
After-Hours: 20:00
EMCORE Max Drawdown (5Y): 99.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.24% |
| September 30, 2024 | 99.24% |
| August 31, 2024 | 99.24% |
| July 31, 2024 | 99.24% |
| June 30, 2024 | 99.24% |
| May 31, 2024 | 99.24% |
| April 30, 2024 | 97.52% |
| March 31, 2024 | 96.76% |
| February 29, 2024 | 96.63% |
| January 31, 2024 | 96.59% |
| December 31, 2023 | 96.59% |
| November 30, 2023 | 96.59% |
| October 31, 2023 | 96.27% |
| September 30, 2023 | 95.66% |
| August 31, 2023 | 95.66% |
| July 31, 2023 | 93.83% |
| June 30, 2023 | 93.68% |
| May 31, 2023 | 93.00% |
| April 30, 2023 | 91.74% |
| March 31, 2023 | 91.74% |
| February 28, 2023 | 91.74% |
| January 31, 2023 | 91.74% |
| December 31, 2022 | 91.74% |
| November 30, 2022 | 87.52% |
| October 31, 2022 | 87.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.52% |
| August 31, 2022 | 87.52% |
| July 31, 2022 | 87.52% |
| June 30, 2022 | 87.52% |
| May 31, 2022 | 87.52% |
| April 30, 2022 | 87.52% |
| March 31, 2022 | 87.52% |
| February 28, 2022 | 87.52% |
| January 31, 2022 | 87.52% |
| December 31, 2021 | 87.52% |
| November 30, 2021 | 87.52% |
| October 31, 2021 | 87.52% |
| September 30, 2021 | 87.52% |
| August 31, 2021 | 87.52% |
| July 31, 2021 | 87.52% |
| June 30, 2021 | 87.52% |
| May 31, 2021 | 87.52% |
| April 30, 2021 | 87.52% |
| March 31, 2021 | 87.52% |
| February 28, 2021 | 87.52% |
| January 31, 2021 | 87.52% |
| December 31, 2020 | 87.52% |
| November 30, 2020 | 87.52% |
| October 31, 2020 | 87.52% |
| September 30, 2020 | 87.52% |
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
77.01%
Minimum
Nov 2019
99.24%
Maximum
May 2024
89.99%
Average
87.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mobix Labs Inc | -- |
| Allient Inc | 63.11% |
| LGL Group Inc | 50.99% |
| Vuzix Corp | 97.22% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -64.55 |
| Beta (5Y) | 1.569 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.45% |
| Historical Sharpe Ratio (5Y) | -0.4844 |
| Historical Sortino (5Y) | -0.9487 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.21% |