Giga-Tronics Inc (GIGA)
0.15
-0.03
(-16.67%)
USD |
OTCM |
May 17, 15:27
Giga-Tronics Max Drawdown (5Y): 98.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.71% |
| March 31, 2024 | 98.71% |
| February 29, 2024 | 98.71% |
| January 31, 2024 | 98.71% |
| December 31, 2023 | 98.71% |
| November 30, 2023 | 98.46% |
| October 31, 2023 | 98.46% |
| September 30, 2023 | 98.46% |
| August 31, 2023 | 97.49% |
| July 31, 2023 | 97.49% |
| June 30, 2023 | 97.10% |
| May 31, 2023 | 96.09% |
| April 30, 2023 | 96.09% |
| March 31, 2023 | 96.09% |
| February 28, 2023 | 94.57% |
| January 31, 2023 | 94.57% |
| December 31, 2022 | 94.57% |
| November 30, 2022 | 94.57% |
| October 31, 2022 | 94.57% |
| September 30, 2022 | 94.57% |
| August 31, 2022 | 94.57% |
| July 31, 2022 | 94.57% |
| June 30, 2022 | 94.57% |
| May 31, 2022 | 94.57% |
| April 30, 2022 | 94.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.57% |
| February 28, 2022 | 94.57% |
| January 31, 2022 | 94.57% |
| December 31, 2021 | 94.57% |
| November 30, 2021 | 94.57% |
| October 31, 2021 | 94.57% |
| September 30, 2021 | 94.57% |
| August 31, 2021 | 94.57% |
| July 31, 2021 | 94.57% |
| June 30, 2021 | 94.57% |
| May 31, 2021 | 94.57% |
| April 30, 2021 | 94.57% |
| March 31, 2021 | 94.57% |
| February 28, 2021 | 94.57% |
| January 31, 2021 | 94.57% |
| December 31, 2020 | 94.57% |
| November 30, 2020 | 94.57% |
| October 31, 2020 | 94.57% |
| September 30, 2020 | 94.57% |
| August 31, 2020 | 94.57% |
| July 31, 2020 | 94.57% |
| June 30, 2020 | 94.57% |
| May 31, 2020 | 94.57% |
| April 30, 2020 | 94.57% |
| March 31, 2020 | 94.16% |
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
93.33%
Minimum
May 2019
98.71%
Maximum
Dec 2023
95.11%
Average
94.57%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Aehr Test Systems | 80.70% |
| Electro-Sensors Inc | 59.29% |
| Frequency Electronics Inc | 62.46% |
| Itron Inc | 65.26% |
| MKS Instruments Inc | 66.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -68.34 |
| Beta (5Y) | 1.387 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.83% |
| Historical Sharpe Ratio (5Y) | -0.6091 |
| Historical Sortino (5Y) | -1.012 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.49% |