Liquidity Services Inc (LQDT)
25.40
+0.22
(+0.87%)
USD |
NASDAQ |
Nov 22, 16:00
25.38
-0.02
(-0.08%)
After-Hours: 20:00
Liquidity Services Max Drawdown (5Y): 72.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.78% |
| September 30, 2024 | 72.78% |
| August 31, 2024 | 72.78% |
| July 31, 2024 | 72.78% |
| June 30, 2024 | 72.78% |
| May 31, 2024 | 72.78% |
| April 30, 2024 | 72.78% |
| March 31, 2024 | 72.78% |
| February 29, 2024 | 75.48% |
| January 31, 2024 | 75.48% |
| December 31, 2023 | 77.22% |
| November 30, 2023 | 77.44% |
| October 31, 2023 | 78.47% |
| September 30, 2023 | 82.36% |
| August 31, 2023 | 82.79% |
| July 31, 2023 | 82.79% |
| June 30, 2023 | 82.79% |
| May 31, 2023 | 84.73% |
| April 30, 2023 | 86.29% |
| March 31, 2023 | 86.29% |
| February 28, 2023 | 86.29% |
| January 31, 2023 | 86.29% |
| December 31, 2022 | 89.29% |
| November 30, 2022 | 89.97% |
| October 31, 2022 | 89.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.97% |
| August 31, 2022 | 89.97% |
| July 31, 2022 | 89.97% |
| June 30, 2022 | 89.97% |
| May 31, 2022 | 89.97% |
| April 30, 2022 | 90.28% |
| March 31, 2022 | 90.28% |
| February 28, 2022 | 90.28% |
| January 31, 2022 | 90.28% |
| December 31, 2021 | 90.28% |
| November 30, 2021 | 90.28% |
| October 31, 2021 | 90.28% |
| September 30, 2021 | 90.28% |
| August 31, 2021 | 90.28% |
| July 31, 2021 | 90.28% |
| June 30, 2021 | 90.28% |
| May 31, 2021 | 90.28% |
| April 30, 2021 | 91.51% |
| March 31, 2021 | 92.11% |
| February 28, 2021 | 92.91% |
| January 31, 2021 | 93.15% |
| December 31, 2020 | 93.15% |
| November 30, 2020 | 93.15% |
| October 31, 2020 | 93.15% |
| September 30, 2020 | 93.15% |
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
72.78%
Minimum
Mar 2024
93.15%
Maximum
Nov 2019
86.72%
Average
90.13%
Median
Max Drawdown (5Y) Benchmarks
| Flanigan'S Enterprises Inc | 71.80% |
| DSS Inc | 99.83% |
| Envela Corp | 61.53% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.827 |
| Beta (5Y) | 1.392 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.50% |
| Historical Sharpe Ratio (5Y) | 0.3845 |
| Historical Sortino (5Y) | 0.9467 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.16% |