Lantronix Inc (LTRX)
3.22
-0.01
(-0.31%)
USD |
NASDAQ |
Apr 25, 13:29
Lantronix Max Drawdown (5Y): 74.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 74.36% |
February 29, 2024 | 74.36% |
January 31, 2024 | 74.36% |
December 31, 2023 | 74.36% |
November 30, 2023 | 74.36% |
October 31, 2023 | 74.36% |
September 30, 2023 | 74.36% |
August 31, 2023 | 74.36% |
July 31, 2023 | 74.36% |
June 30, 2023 | 74.36% |
May 31, 2023 | 74.36% |
April 30, 2023 | 74.36% |
March 31, 2023 | 74.36% |
February 28, 2023 | 74.36% |
January 31, 2023 | 74.36% |
December 31, 2022 | 74.36% |
November 30, 2022 | 74.36% |
October 31, 2022 | 74.36% |
September 30, 2022 | 74.36% |
August 31, 2022 | 74.36% |
July 31, 2022 | 74.36% |
June 30, 2022 | 74.36% |
May 31, 2022 | 74.36% |
April 30, 2022 | 74.36% |
March 31, 2022 | 74.36% |
Date | Value |
---|---|
February 28, 2022 | 74.36% |
January 31, 2022 | 74.36% |
December 31, 2021 | 74.36% |
November 30, 2021 | 74.36% |
October 31, 2021 | 74.36% |
September 30, 2021 | 74.36% |
August 31, 2021 | 74.36% |
July 31, 2021 | 74.36% |
June 30, 2021 | 74.36% |
May 31, 2021 | 74.36% |
April 30, 2021 | 74.36% |
March 31, 2021 | 74.36% |
February 28, 2021 | 74.36% |
January 31, 2021 | 74.54% |
December 31, 2020 | 76.53% |
November 30, 2020 | 79.25% |
October 31, 2020 | 79.25% |
September 30, 2020 | 79.25% |
August 31, 2020 | 79.25% |
July 31, 2020 | 79.25% |
June 30, 2020 | 79.25% |
May 31, 2020 | 79.25% |
April 30, 2020 | 79.25% |
March 31, 2020 | 79.25% |
February 29, 2020 | 79.25% |
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
74.36%
Minimum
Feb 2021
79.25%
Maximum
Apr 2019
76.03%
Average
74.36%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
PowerFleet Inc | 80.88% |
Adtran Holdings Inc | 79.41% |
Innodata Inc | 74.44% |
Palo Alto Networks Inc | 47.98% |
Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.30 |
Beta (5Y) | 2.118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.48% |
Historical Sharpe Ratio (5Y) | 0.0212 |
Historical Sortino (5Y) | 0.0368 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.00% |