Espey Manufacturing & Electronics Corp (ESP)

27.76 -0.32 (-1.14%) USD  |  NYAM  |  Dec 20, 16:00
27.45 -0.31 (-1.12%) After-Hours: 20:00
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Espey Manufacturing & Electronics Max Drawdown (5Y): 54.31% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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270.00
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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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Hubbell Inc 41.62%
Orbit International Corp 57.07%
Kimball Electronics Inc 54.28%
RF Industries Ltd 73.42%
Chicago Rivet & Machine Co 58.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.000
Beta (5Y) 0.1444
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.26%
Historical Sharpe Ratio (5Y) 0.2083
Historical Sortino (5Y) 0.3575
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.78%