Escalon Medical Corp (ESMC)
0.20
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Escalon Medical Max Drawdown (5Y): 94.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.99% |
March 31, 2024 | 95.00% |
February 29, 2024 | 95.03% |
January 31, 2024 | 95.05% |
December 31, 2023 | 95.49% |
November 30, 2023 | 95.49% |
October 31, 2023 | 95.49% |
September 30, 2023 | 95.49% |
August 31, 2023 | 95.49% |
July 31, 2023 | 95.49% |
June 30, 2023 | 95.49% |
May 31, 2023 | 95.49% |
April 30, 2023 | 95.49% |
March 31, 2023 | 95.49% |
February 28, 2023 | 95.49% |
January 31, 2023 | 95.49% |
December 31, 2022 | 95.49% |
November 30, 2022 | 95.49% |
October 31, 2022 | 95.49% |
September 30, 2022 | 95.49% |
August 31, 2022 | 95.49% |
July 31, 2022 | 95.49% |
June 30, 2022 | 95.49% |
May 31, 2022 | 95.63% |
April 30, 2022 | 96.90% |
Date | Value |
---|---|
March 31, 2022 | 96.90% |
February 28, 2022 | 96.90% |
January 31, 2022 | 96.90% |
December 31, 2021 | 96.90% |
November 30, 2021 | 96.90% |
October 31, 2021 | 96.90% |
September 30, 2021 | 96.90% |
August 31, 2021 | 96.90% |
July 31, 2021 | 96.90% |
June 30, 2021 | 96.90% |
May 31, 2021 | 96.90% |
April 30, 2021 | 96.90% |
March 31, 2021 | 96.90% |
February 28, 2021 | 96.90% |
January 31, 2021 | 96.90% |
December 31, 2020 | 96.90% |
November 30, 2020 | 96.90% |
October 31, 2020 | 96.90% |
September 30, 2020 | 96.90% |
August 31, 2020 | 96.90% |
July 31, 2020 | 96.90% |
June 30, 2020 | 96.90% |
May 31, 2020 | 96.90% |
April 30, 2020 | 96.90% |
March 31, 2020 | 96.90% |
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
94.99%
Minimum
Apr 2024
96.90%
Maximum
May 2019
96.31%
Average
96.90%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Cutera Inc | 98.09% |
Dynatronics Corp | 96.99% |
Stereotaxis Inc | 86.04% |
Electromed Inc | 55.84% |
Myomo Inc | 99.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 17.84 |
Beta (5Y) | -0.4033 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 131.6% |
Historical Sharpe Ratio (5Y) | 0.1014 |
Historical Sortino (5Y) | 0.3029 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.80% |