EVI Industries Inc (EVI)
21.14
-0.10
(-0.47%)
USD |
NYAM |
Apr 18, 16:00
21.14
0.00 (0.00%)
After-Hours: 20:00
EVI Industries Max Drawdown (5Y): 83.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 83.32% |
| February 29, 2024 | 83.32% |
| January 31, 2024 | 83.32% |
| December 31, 2023 | 83.32% |
| November 30, 2023 | 83.32% |
| October 31, 2023 | 83.32% |
| September 30, 2023 | 83.32% |
| August 31, 2023 | 83.32% |
| July 31, 2023 | 83.32% |
| June 30, 2023 | 83.32% |
| May 31, 2023 | 83.32% |
| April 30, 2023 | 83.32% |
| March 31, 2023 | 83.32% |
| February 28, 2023 | 83.32% |
| January 31, 2023 | 83.32% |
| December 31, 2022 | 83.32% |
| November 30, 2022 | 83.32% |
| October 31, 2022 | 83.32% |
| September 30, 2022 | 83.32% |
| August 31, 2022 | 83.32% |
| July 31, 2022 | 83.32% |
| June 30, 2022 | 80.42% |
| May 31, 2022 | 79.02% |
| April 30, 2022 | 70.32% |
| March 31, 2022 | 70.32% |
| Date | Value |
|---|---|
| February 28, 2022 | 70.32% |
| January 31, 2022 | 70.32% |
| December 31, 2021 | 70.32% |
| November 30, 2021 | 70.32% |
| October 31, 2021 | 70.32% |
| September 30, 2021 | 70.32% |
| August 31, 2021 | 70.32% |
| July 31, 2021 | 70.32% |
| June 30, 2021 | 70.32% |
| May 31, 2021 | 70.32% |
| April 30, 2021 | 70.32% |
| March 31, 2021 | 70.32% |
| February 28, 2021 | 70.32% |
| January 31, 2021 | 70.32% |
| December 31, 2020 | 70.32% |
| November 30, 2020 | 70.32% |
| October 31, 2020 | 70.32% |
| September 30, 2020 | 70.32% |
| August 31, 2020 | 70.32% |
| July 31, 2020 | 70.32% |
| June 30, 2020 | 70.32% |
| May 31, 2020 | 70.32% |
| April 30, 2020 | 70.32% |
| March 31, 2020 | 70.32% |
| February 29, 2020 | 56.73% |
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
46.80%
Minimum
Aug 2019
83.32%
Maximum
Jul 2022
71.25%
Average
70.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Greenwave Technology Solutions Inc | 99.94% |
| Beacon Roofing Supply Inc | 81.98% |
| DXP Enterprises Inc | 77.28% |
| L.B. Foster Co | 77.90% |
| Distribution Solutions Group Inc | 58.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.26 |
| Beta (5Y) | 0.3283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.19% |
| Historical Sharpe Ratio (5Y) | -0.1775 |
| Historical Sortino (5Y) | -0.3099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.02% |