Frequency Electronics Inc (FEIM)
9.80
+0.25
(+2.62%)
USD |
NASDAQ |
Apr 23, 16:00
Frequency Electronics Max Drawdown (5Y): 62.46% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 62.46% |
February 29, 2024 | 62.46% |
January 31, 2024 | 62.46% |
December 31, 2023 | 62.46% |
November 30, 2023 | 62.46% |
October 31, 2023 | 62.46% |
September 30, 2023 | 62.46% |
August 31, 2023 | 62.46% |
July 31, 2023 | 62.46% |
June 30, 2023 | 62.46% |
May 31, 2023 | 62.46% |
April 30, 2023 | 62.46% |
March 31, 2023 | 62.46% |
February 28, 2023 | 62.46% |
January 31, 2023 | 62.46% |
December 31, 2022 | 62.46% |
November 30, 2022 | 62.46% |
October 31, 2022 | 62.46% |
September 30, 2022 | 58.46% |
August 31, 2022 | 55.28% |
July 31, 2022 | 55.28% |
June 30, 2022 | 55.28% |
May 31, 2022 | 55.28% |
April 30, 2022 | 55.28% |
March 31, 2022 | 55.28% |
Date | Value |
---|---|
February 28, 2022 | 55.28% |
January 31, 2022 | 55.28% |
December 31, 2021 | 55.28% |
November 30, 2021 | 55.28% |
October 31, 2021 | 55.28% |
September 30, 2021 | 55.28% |
August 31, 2021 | 55.28% |
July 31, 2021 | 55.28% |
June 30, 2021 | 55.28% |
May 31, 2021 | 55.28% |
April 30, 2021 | 55.28% |
March 31, 2021 | 55.28% |
February 28, 2021 | 55.28% |
January 31, 2021 | 55.28% |
December 31, 2020 | 55.28% |
November 30, 2020 | 55.28% |
October 31, 2020 | 55.28% |
September 30, 2020 | 55.28% |
August 31, 2020 | 55.28% |
July 31, 2020 | 55.28% |
June 30, 2020 | 55.28% |
May 31, 2020 | 55.28% |
April 30, 2020 | 55.28% |
March 31, 2020 | 55.28% |
February 29, 2020 | 50.68% |
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
50.68%
Minimum
Apr 2019
62.46%
Maximum
Oct 2022
56.64%
Average
55.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Aehr Test Systems | 79.20% |
Cohu Inc | 63.49% |
Electro-Sensors Inc | 59.29% |
Itron Inc | 65.26% |
MKS Instruments Inc | 66.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.640 |
Beta (5Y) | 0.4596 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.05% |
Historical Sharpe Ratio (5Y) | -0.0194 |
Historical Sortino (5Y) | -0.0366 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |