LGL Group Inc (LGL)
4.28
-0.07 (-1.61%)
USD |
NYAM |
Mar 31, 16:00
4.28
0.00 (0.00%)
After-Hours: 20:00
LGL Group Max Drawdown (5Y): 73.75% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2023 | 73.75% |
| February 28, 2023 | 73.75% |
| January 31, 2023 | 73.75% |
| December 31, 2022 | 73.75% |
| November 30, 2022 | 70.00% |
| October 31, 2022 | 70.00% |
| September 30, 2022 | 50.99% |
| August 31, 2022 | 50.99% |
| July 31, 2022 | 50.99% |
| June 30, 2022 | 50.99% |
| May 31, 2022 | 50.99% |
| April 30, 2022 | 50.99% |
| March 31, 2022 | 50.99% |
| February 28, 2022 | 50.99% |
| January 31, 2022 | 50.99% |
| December 31, 2021 | 50.99% |
| November 30, 2021 | 50.99% |
| October 31, 2021 | 50.99% |
| September 30, 2021 | 50.99% |
| August 31, 2021 | 51.19% |
| July 31, 2021 | 51.19% |
| June 30, 2021 | 51.19% |
| May 31, 2021 | 52.40% |
| April 30, 2021 | 58.96% |
| March 31, 2021 | 59.71% |
| Date | Value |
|---|---|
| February 28, 2021 | 62.57% |
| January 31, 2021 | 63.27% |
| December 31, 2020 | 68.78% |
| November 30, 2020 | 70.97% |
| October 31, 2020 | 75.14% |
| September 30, 2020 | 78.30% |
| August 31, 2020 | 81.08% |
| July 31, 2020 | 82.10% |
| June 30, 2020 | 83.49% |
| May 31, 2020 | 87.80% |
| April 30, 2020 | 87.80% |
| March 31, 2020 | 87.80% |
| February 29, 2020 | 87.80% |
| January 31, 2020 | 87.80% |
| December 31, 2019 | 87.80% |
| November 30, 2019 | 87.80% |
| October 31, 2019 | 87.80% |
| September 30, 2019 | 88.86% |
| August 31, 2019 | 88.86% |
| July 31, 2019 | 88.86% |
| June 30, 2019 | 88.86% |
| May 31, 2019 | 88.86% |
| April 30, 2019 | 88.86% |
| March 31, 2019 | 88.86% |
| February 28, 2019 | 88.86% |
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
50.99%
Minimum
Sep 2021
88.86%
Maximum
Apr 2018
73.17%
Average
76.72%
Median
Max Drawdown (5Y) Benchmarks
| eMagin Corp | 94.03% |
| M-Tron Industries Inc | -- |
| Vuzix Corp | 91.48% |
| Allied Motion Technologies Inc | 63.11% |
| Data I/O Corp | 84.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.49 |
| Beta (5Y) | -0.0361 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.78% |
| Historical Sharpe Ratio (5Y) | 0.467 |
| Historical Sortino (5Y) | 0.8156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |