EMCORE Corp (EMKR)

3.00 +0.04 (+1.35%) USD  |  NASDAQ  |  Dec 20, 16:00
3.00 0.00 (0.00%) After-Hours: 20:00
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EMCORE Max Drawdown (5Y): 99.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Mobix Labs Inc --
Allient Inc 63.11%
Data I/O Corp 84.25%
Vuzix Corp 97.22%
M-Tron Industries Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -62.60
Beta (5Y) 1.695
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 92.25%
Historical Sharpe Ratio (5Y) -0.4332
Historical Sortino (5Y) -0.8579
Monthly Value at Risk (VaR) 5% (5Y Lookback) 34.21%