Environmental Tectonics Corp (ETCC)
0.7501
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Environmental Tectonics Max Drawdown (5Y): 88.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.44% |
March 31, 2024 | 88.44% |
February 29, 2024 | 88.44% |
January 31, 2024 | 88.44% |
December 31, 2023 | 88.44% |
November 30, 2023 | 88.44% |
October 31, 2023 | 88.44% |
September 30, 2023 | 88.44% |
August 31, 2023 | 88.44% |
July 31, 2023 | 88.44% |
June 30, 2023 | 88.44% |
May 31, 2023 | 88.44% |
April 30, 2023 | 88.44% |
March 31, 2023 | 88.44% |
February 28, 2023 | 88.44% |
January 31, 2023 | 88.44% |
December 31, 2022 | 88.44% |
November 30, 2022 | 88.44% |
October 31, 2022 | 88.44% |
September 30, 2022 | 88.44% |
August 31, 2022 | 88.44% |
July 31, 2022 | 88.44% |
June 30, 2022 | 88.44% |
May 31, 2022 | 88.44% |
April 30, 2022 | 88.44% |
Date | Value |
---|---|
March 31, 2022 | 88.44% |
February 28, 2022 | 88.44% |
January 31, 2022 | 88.44% |
December 31, 2021 | 88.44% |
November 30, 2021 | 88.44% |
October 31, 2021 | 88.44% |
September 30, 2021 | 88.44% |
August 31, 2021 | 89.67% |
July 31, 2021 | 89.67% |
June 30, 2021 | 89.67% |
May 31, 2021 | 89.67% |
April 30, 2021 | 89.67% |
March 31, 2021 | 89.67% |
February 28, 2021 | 89.67% |
January 31, 2021 | 89.67% |
December 31, 2020 | 89.67% |
November 30, 2020 | 89.67% |
October 31, 2020 | 89.67% |
September 30, 2020 | 89.67% |
August 31, 2020 | 89.67% |
July 31, 2020 | 89.67% |
June 30, 2020 | 89.67% |
May 31, 2020 | 89.67% |
April 30, 2020 | 89.67% |
March 31, 2020 | 89.67% |
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
88.44%
Minimum
Sep 2021
89.67%
Maximum
May 2019
89.01%
Average
88.44%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Astronics Corp | 87.10% |
CPI Aerostructures Inc | 92.55% |
Servotronics Inc | 55.06% |
Air Industries Group | 93.83% |
Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.498 |
Beta (5Y) | 0.2197 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 132.7% |
Historical Sharpe Ratio (5Y) | -0.0305 |
Historical Sortino (5Y) | -0.0989 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.26% |