Liquidity Services Inc (LQDT)
25.24
-0.04
(-0.18%)
USD |
NASDAQ |
Nov 14, 10:36
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 | 72.78% |
| January 31, 2024 | 72.78% |
| December 31, 2023 | 72.78% |
| November 30, 2023 | 72.78% |
| October 31, 2023 | 76.11% |
| September 30, 2023 | 77.44% |
| August 31, 2023 | 77.77% |
| July 31, 2023 | 80.83% |
| June 30, 2023 | 80.83% |
| May 31, 2023 | 80.83% |
| April 30, 2023 | 81.55% |
| March 31, 2023 | 84.01% |
| February 28, 2023 | 84.96% |
| January 31, 2023 | 84.96% |
| December 31, 2022 | 84.96% |
| November 30, 2022 | 84.96% |
| October 31, 2022 | 88.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.03% |
| August 31, 2022 | 89.03% |
| July 31, 2022 | 89.03% |
| June 30, 2022 | 89.03% |
| May 31, 2022 | 89.03% |
| April 30, 2022 | 89.03% |
| March 31, 2022 | 89.03% |
| February 28, 2022 | 89.03% |
| January 31, 2022 | 89.03% |
| December 31, 2021 | 89.03% |
| November 30, 2021 | 89.03% |
| October 31, 2021 | 89.03% |
| September 30, 2021 | 89.03% |
| August 31, 2021 | 89.03% |
| July 31, 2021 | 89.03% |
| June 30, 2021 | 89.03% |
| May 31, 2021 | 89.03% |
| April 30, 2021 | 89.03% |
| March 31, 2021 | 89.37% |
| February 28, 2021 | 91.51% |
| January 31, 2021 | 92.11% |
| December 31, 2020 | 92.57% |
| 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
Nov 2023
93.15%
Maximum
Nov 2019
85.33%
Average
89.03%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Flanigan'S Enterprises Inc | 69.97% |
| DSS Inc | 99.80% |
| Envela Corp | 61.53% |
| Northann Corp | -- |
| High Roller Technologies Inc | -- |
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% |