Espey Manufacturing & Electronics Corp (ESP)
32.80
+1.30
(+4.13%)
USD |
NYAM |
Nov 04, 16:00
32.64
-0.16
(-0.47%)
After-Hours: 20:00
Espey Manufacturing & Electronics Max Drawdown (5Y): 54.31% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 54.31% |
| August 31, 2024 | 54.31% |
| July 31, 2024 | 54.31% |
| June 30, 2024 | 54.31% |
| May 31, 2024 | 54.31% |
| April 30, 2024 | 54.31% |
| March 31, 2024 | 54.31% |
| February 29, 2024 | 54.31% |
| January 31, 2024 | 54.31% |
| December 31, 2023 | 54.31% |
| November 30, 2023 | 54.31% |
| October 31, 2023 | 54.31% |
| September 30, 2023 | 54.31% |
| August 31, 2023 | 54.31% |
| July 31, 2023 | 54.31% |
| June 30, 2023 | 54.31% |
| May 31, 2023 | 54.31% |
| April 30, 2023 | 54.31% |
| March 31, 2023 | 54.31% |
| February 28, 2023 | 54.31% |
| January 31, 2023 | 54.31% |
| December 31, 2022 | 54.31% |
| November 30, 2022 | 54.31% |
| October 31, 2022 | 54.31% |
| September 30, 2022 | 54.31% |
| Date | Value |
|---|---|
| August 31, 2022 | 54.31% |
| July 31, 2022 | 54.31% |
| June 30, 2022 | 54.31% |
| May 31, 2022 | 54.31% |
| April 30, 2022 | 53.84% |
| March 31, 2022 | 53.84% |
| February 28, 2022 | 53.84% |
| January 31, 2022 | 53.84% |
| December 31, 2021 | 53.84% |
| November 30, 2021 | 50.83% |
| October 31, 2021 | 50.83% |
| September 30, 2021 | 50.83% |
| August 31, 2021 | 49.43% |
| July 31, 2021 | 47.32% |
| June 30, 2021 | 47.28% |
| May 31, 2021 | 47.28% |
| April 30, 2021 | 45.71% |
| March 31, 2021 | 45.53% |
| February 28, 2021 | 42.32% |
| January 31, 2021 | 42.32% |
| December 31, 2020 | 42.32% |
| November 30, 2020 | 42.32% |
| October 31, 2020 | 42.32% |
| September 30, 2020 | 42.32% |
| August 31, 2020 | 41.27% |
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
28.32%
Minimum
Nov 2019
54.31%
Maximum
May 2022
49.27%
Average
53.84%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| 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) | 2.981 |
| Beta (5Y) | 0.1532 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.91% |
| Historical Sharpe Ratio (5Y) | 0.1642 |
| Historical Sortino (5Y) | 0.2634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.78% |