Lantronix Inc (LTRX)
2.90
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 15:30
Lantronix Max Drawdown (5Y): 74.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.36% |
September 30, 2024 | 74.36% |
August 31, 2024 | 74.36% |
July 31, 2024 | 74.36% |
June 30, 2024 | 74.36% |
May 31, 2024 | 74.36% |
April 30, 2024 | 74.36% |
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% |
Date | Value |
---|---|
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% |
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 | 78.10% |
February 28, 2021 | 79.25% |
January 31, 2021 | 79.25% |
December 31, 2020 | 79.25% |
November 30, 2020 | 79.25% |
October 31, 2020 | 79.25% |
September 30, 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
Apr 2021
79.25%
Maximum
Nov 2019
75.73%
Average
74.36%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Adtran Holdings Inc | 82.00% |
Cisco Systems Inc | 41.97% |
Aviat Networks Inc | 68.58% |
Infinera Corp | 84.39% |
Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.18 |
Beta (5Y) | 2.136 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.19% |
Historical Sharpe Ratio (5Y) | 0.0372 |
Historical Sortino (5Y) | 0.0658 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.00% |