Koss Corp (KOSS)
4.53
+0.01
(+0.22%)
USD |
NASDAQ |
Apr 24, 15:44
Koss Max Drawdown (5Y): 96.42% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Emerson Radio Corp | 81.79% |
| Universal Electronics Inc | 90.47% |
| Turtle Beach Corp | 83.26% |
| Algorhythm Holdings Inc | 99.93% |
| AXIL Brands Inc | 93.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 58.83 |
| Beta (5Y) | -1.345 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 395.6% |
| Historical Sharpe Ratio (5Y) | 0.0943 |
| Historical Sortino (5Y) | 1.256 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.66% |