Luna Innovations, Inc. (LUNA)
1.31
+0.05
(+3.97%)
USD |
OTCM |
Aug 21, 16:00
Luna Innovations Max Drawdown (5Y) : 97.65% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 97.65% |
| June 30, 2026 | 97.65% |
| May 31, 2026 | 97.65% |
| April 30, 2026 | 97.65% |
| March 31, 2026 | 97.65% |
| February 28, 2026 | 97.65% |
| January 31, 2026 | 97.65% |
| December 31, 2025 | 97.65% |
| November 30, 2025 | 97.65% |
| October 31, 2025 | 97.65% |
| September 30, 2025 | 97.65% |
| August 31, 2025 | 97.65% |
| July 31, 2025 | 97.65% |
| June 30, 2025 | 97.65% |
| May 31, 2025 | 97.65% |
| April 30, 2025 | 97.65% |
| March 31, 2025 | 94.68% |
| February 28, 2025 | 94.06% |
| January 31, 2025 | 93.90% |
| December 31, 2024 | 88.62% |
| November 30, 2024 | 88.62% |
| October 31, 2024 | 88.62% |
| September 30, 2024 | 84.44% |
| August 31, 2024 | 84.44% |
| July 31, 2024 | 84.44% |
| Date | Value |
|---|---|
| June 30, 2024 | 84.44% |
| May 31, 2024 | 84.44% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Frequency Electronics, Inc. | 62.46% |
| Itron, Inc. | 65.26% |
| Astrotech Corp. | 97.75% |
| Keysight Technologies, Inc. | 42.62% |
| M-tron Industries, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -57.79 |
| Beta (5Y) | 1.891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.12% |
| Historical Sharpe Ratio (5Y) | -0.4859 |
| Historical Sortino (5Y) | -0.8836 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.81% |