Luna Innovations Inc (LUNA)
2.22
-0.02
(-0.89%)
USD |
NASDAQ |
May 02, 15:12
Luna Innovations Max Drawdown (5Y): 84.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 84.44% |
| March 31, 2024 | 75.45% |
| February 29, 2024 | 67.40% |
| January 31, 2024 | 67.40% |
| December 31, 2023 | 67.40% |
| November 30, 2023 | 67.40% |
| October 31, 2023 | 67.40% |
| September 30, 2023 | 67.40% |
| August 31, 2023 | 67.40% |
| July 31, 2023 | 67.40% |
| June 30, 2023 | 67.40% |
| May 31, 2023 | 67.40% |
| April 30, 2023 | 67.40% |
| March 31, 2023 | 67.40% |
| February 28, 2023 | 67.40% |
| January 31, 2023 | 67.40% |
| December 31, 2022 | 67.40% |
| November 30, 2022 | 67.40% |
| October 31, 2022 | 67.40% |
| September 30, 2022 | 65.29% |
| August 31, 2022 | 61.22% |
| July 31, 2022 | 61.22% |
| June 30, 2022 | 61.22% |
| May 31, 2022 | 60.52% |
| April 30, 2022 | 56.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.60% |
| February 28, 2022 | 53.60% |
| January 31, 2022 | 53.60% |
| December 31, 2021 | 53.60% |
| November 30, 2021 | 53.60% |
| October 31, 2021 | 53.60% |
| September 30, 2021 | 53.60% |
| August 31, 2021 | 53.60% |
| July 31, 2021 | 53.60% |
| June 30, 2021 | 54.40% |
| May 31, 2021 | 56.40% |
| April 30, 2021 | 56.40% |
| March 31, 2021 | 56.80% |
| February 28, 2021 | 60.80% |
| January 31, 2021 | 60.80% |
| December 31, 2020 | 64.80% |
| November 30, 2020 | 66.40% |
| October 31, 2020 | 66.40% |
| September 30, 2020 | 66.40% |
| August 31, 2020 | 66.40% |
| July 31, 2020 | 66.40% |
| June 30, 2020 | 66.40% |
| May 31, 2020 | 66.40% |
| April 30, 2020 | 66.40% |
| March 31, 2020 | 66.40% |
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
53.60%
Minimum
Jul 2021
84.44%
Maximum
Apr 2024
64.15%
Average
66.40%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| ESCO Technologies Inc | 45.96% |
| Faro Technologies Inc | 89.26% |
| Coherent Corp | 72.22% |
| Trimble Inc | 57.35% |
| Know Labs Inc | 94.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.93 |
| Beta (5Y) | 1.404 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.78% |
| Historical Sharpe Ratio (5Y) | -0.2514 |
| Historical Sortino (5Y) | -0.3892 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.56% |