Frequency Electronics Inc (FEIM)
12.62
-0.05
(-0.39%)
USD |
NASDAQ |
Nov 04, 16:00
12.67
+0.05
(+0.40%)
Pre-Market: 20:00
Frequency Electronics Max Drawdown (5Y): 62.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.46% |
| September 30, 2024 | 62.46% |
| August 31, 2024 | 62.46% |
| July 31, 2024 | 62.46% |
| June 30, 2024 | 62.46% |
| May 31, 2024 | 62.46% |
| April 30, 2024 | 62.46% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
62.46%
Maximum
Oct 2022
58.02%
Average
55.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aehr Test Systems | 81.06% |
| 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) | -1.827 |
| Beta (5Y) | 0.434 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.51% |
| Historical Sharpe Ratio (5Y) | 0.0956 |
| Historical Sortino (5Y) | 0.2152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.36% |