Escalade Inc (ESCA)
13.66
-0.01
(-0.07%)
USD |
NASDAQ |
Apr 26, 16:00
13.66
0.00 (0.00%)
After-Hours: 16:07
Escalade Max Drawdown (5Y): 71.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 71.25% |
February 29, 2024 | 71.25% |
January 31, 2024 | 71.25% |
December 31, 2023 | 71.25% |
November 30, 2023 | 71.25% |
October 31, 2023 | 71.25% |
September 30, 2023 | 71.25% |
August 31, 2023 | 71.25% |
July 31, 2023 | 71.25% |
June 30, 2023 | 71.25% |
May 31, 2023 | 71.25% |
April 30, 2023 | 71.25% |
March 31, 2023 | 71.25% |
February 28, 2023 | 71.25% |
January 31, 2023 | 71.25% |
December 31, 2022 | 71.25% |
November 30, 2022 | 71.25% |
October 31, 2022 | 71.25% |
September 30, 2022 | 71.25% |
August 31, 2022 | 71.25% |
July 31, 2022 | 71.25% |
June 30, 2022 | 71.25% |
May 31, 2022 | 71.25% |
April 30, 2022 | 71.25% |
March 31, 2022 | 71.25% |
Date | Value |
---|---|
February 28, 2022 | 71.25% |
January 31, 2022 | 71.25% |
December 31, 2021 | 71.25% |
November 30, 2021 | 71.25% |
October 31, 2021 | 71.25% |
September 30, 2021 | 71.25% |
August 31, 2021 | 71.25% |
July 31, 2021 | 71.25% |
June 30, 2021 | 71.25% |
May 31, 2021 | 71.25% |
April 30, 2021 | 71.25% |
March 31, 2021 | 71.25% |
February 28, 2021 | 71.25% |
January 31, 2021 | 71.25% |
December 31, 2020 | 71.25% |
November 30, 2020 | 71.25% |
October 31, 2020 | 71.25% |
September 30, 2020 | 71.25% |
August 31, 2020 | 71.25% |
July 31, 2020 | 71.25% |
June 30, 2020 | 71.25% |
May 31, 2020 | 71.25% |
April 30, 2020 | 71.25% |
March 31, 2020 | 65.63% |
February 29, 2020 | 49.48% |
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
49.22%
Minimum
Apr 2019
71.25%
Maximum
Apr 2020
67.13%
Average
71.25%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Johnson Outdoors Inc | 70.63% |
Clarus Corp | 83.87% |
Connexa Sports Technologies Inc | -- |
Peloton Interactive Inc | -- |
Sacks Parente Golf Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.321 |
Beta (5Y) | 1.209 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.17% |
Historical Sharpe Ratio (5Y) | 0.1369 |
Historical Sortino (5Y) | 0.2669 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.87% |