Koss Corp (KOSS)
7.09
-0.28
(-3.80%)
USD |
NASDAQ |
Nov 22, 16:00
7.13
+0.04
(+0.56%)
After-Hours: 20:00
Koss Max Drawdown (5Y): 96.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.42% |
| September 30, 2024 | 96.42% |
| August 31, 2024 | 96.42% |
| July 31, 2024 | 96.42% |
| June 30, 2024 | 96.42% |
| May 31, 2024 | 96.42% |
| April 30, 2024 | 96.42% |
| March 31, 2024 | 96.14% |
| February 29, 2024 | 96.09% |
| January 31, 2024 | 95.84% |
| December 31, 2023 | 95.84% |
| November 30, 2023 | 95.84% |
| October 31, 2023 | 95.84% |
| September 30, 2023 | 95.37% |
| August 31, 2023 | 94.56% |
| July 31, 2023 | 94.52% |
| June 30, 2023 | 94.44% |
| May 31, 2023 | 94.12% |
| April 30, 2023 | 93.69% |
| March 31, 2023 | 93.16% |
| February 28, 2023 | 92.80% |
| January 31, 2023 | 92.80% |
| December 31, 2022 | 92.80% |
| November 30, 2022 | 91.77% |
| October 31, 2022 | 91.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.77% |
| August 31, 2022 | 91.77% |
| July 31, 2022 | 91.77% |
| June 30, 2022 | 91.77% |
| May 31, 2022 | 91.77% |
| April 30, 2022 | 90.42% |
| March 31, 2022 | 90.42% |
| February 28, 2022 | 88.44% |
| January 31, 2022 | 88.08% |
| December 31, 2021 | 83.31% |
| November 30, 2021 | 81.41% |
| October 31, 2021 | 81.41% |
| September 30, 2021 | 81.41% |
| August 31, 2021 | 81.41% |
| July 31, 2021 | 81.41% |
| June 30, 2021 | 81.41% |
| May 31, 2021 | 81.41% |
| April 30, 2021 | 81.41% |
| March 31, 2021 | 81.41% |
| February 28, 2021 | 81.41% |
| January 31, 2021 | 81.02% |
| December 31, 2020 | 81.02% |
| November 30, 2020 | 81.02% |
| October 31, 2020 | 81.02% |
| September 30, 2020 | 81.02% |
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
76.13%
Minimum
Nov 2019
96.42%
Maximum
Apr 2024
88.02%
Average
91.09%
Median
Max Drawdown (5Y) Benchmarks
| Emerson Radio Corp | 79.72% |
| Universal Electronics Inc | 88.60% |
| Turtle Beach Corp | 86.85% |
| Algorhythm Holdings Inc | 98.21% |
| AXIL Brands Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 37.68 |
| Beta (5Y) | -0.6616 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 396.1% |
| Historical Sharpe Ratio (5Y) | 0.0736 |
| Historical Sortino (5Y) | 0.9208 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.22% |