Littelfuse Inc (LFUS)
233.60
+2.41
(+1.04%)
USD |
NASDAQ |
Apr 24, 16:00
233.44
-0.16
(-0.07%)
After-Hours: 20:00
Littelfuse Max Drawdown (5Y): 54.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.17% |
February 29, 2024 | 54.17% |
January 31, 2024 | 54.17% |
December 31, 2023 | 54.17% |
November 30, 2023 | 54.17% |
October 31, 2023 | 54.17% |
September 30, 2023 | 54.17% |
August 31, 2023 | 54.17% |
July 31, 2023 | 54.17% |
June 30, 2023 | 54.17% |
May 31, 2023 | 54.17% |
April 30, 2023 | 54.17% |
March 31, 2023 | 54.17% |
February 28, 2023 | 54.17% |
January 31, 2023 | 54.17% |
December 31, 2022 | 54.17% |
November 30, 2022 | 54.17% |
October 31, 2022 | 54.17% |
September 30, 2022 | 54.17% |
August 31, 2022 | 54.17% |
July 31, 2022 | 54.17% |
June 30, 2022 | 54.17% |
May 31, 2022 | 54.17% |
April 30, 2022 | 54.17% |
March 31, 2022 | 54.17% |
Date | Value |
---|---|
February 28, 2022 | 54.17% |
January 31, 2022 | 54.17% |
December 31, 2021 | 54.17% |
November 30, 2021 | 54.17% |
October 31, 2021 | 54.17% |
September 30, 2021 | 54.17% |
August 31, 2021 | 54.17% |
July 31, 2021 | 54.17% |
June 30, 2021 | 54.17% |
May 31, 2021 | 54.17% |
April 30, 2021 | 54.17% |
March 31, 2021 | 54.17% |
February 28, 2021 | 54.17% |
January 31, 2021 | 54.17% |
December 31, 2020 | 54.17% |
November 30, 2020 | 54.17% |
October 31, 2020 | 54.17% |
September 30, 2020 | 54.17% |
August 31, 2020 | 54.17% |
July 31, 2020 | 54.17% |
June 30, 2020 | 54.17% |
May 31, 2020 | 54.17% |
April 30, 2020 | 54.17% |
March 31, 2020 | 54.17% |
February 29, 2020 | 34.98% |
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
33.67%
Minimum
Apr 2019
54.17%
Maximum
Mar 2020
50.57%
Average
54.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Arrow Electronics Inc | 52.77% |
Avnet Inc | 58.40% |
Richardson Electronics Ltd | 68.48% |
Taitron Components Inc | 71.96% |
EACO Corp | 46.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.60 |
Beta (5Y) | 1.337 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.06% |
Historical Sharpe Ratio (5Y) | 0.1467 |
Historical Sortino (5Y) | 0.2308 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |