Lifeway Foods Inc (LWAY)
24.26
+0.08
(+0.33%)
USD |
NASDAQ |
Nov 22, 16:00
24.24
-0.02
(-0.10%)
After-Hours: 20:00
Lifeway Foods Max Drawdown (5Y): 93.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.15% |
| September 30, 2024 | 93.15% |
| August 31, 2024 | 93.15% |
| July 31, 2024 | 93.15% |
| June 30, 2024 | 93.15% |
| May 31, 2024 | 93.15% |
| April 30, 2024 | 93.15% |
| March 31, 2024 | 93.15% |
| February 29, 2024 | 93.15% |
| January 31, 2024 | 93.15% |
| December 31, 2023 | 93.15% |
| November 30, 2023 | 93.15% |
| October 31, 2023 | 93.15% |
| September 30, 2023 | 93.15% |
| August 31, 2023 | 93.15% |
| July 31, 2023 | 93.15% |
| June 30, 2023 | 93.15% |
| May 31, 2023 | 93.15% |
| April 30, 2023 | 93.15% |
| March 31, 2023 | 93.15% |
| February 28, 2023 | 93.15% |
| January 31, 2023 | 93.15% |
| December 31, 2022 | 93.15% |
| November 30, 2022 | 93.15% |
| October 31, 2022 | 93.15% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.15% |
| August 31, 2022 | 93.15% |
| July 31, 2022 | 93.15% |
| June 30, 2022 | 93.15% |
| May 31, 2022 | 93.15% |
| April 30, 2022 | 93.15% |
| March 31, 2022 | 93.15% |
| February 28, 2022 | 93.15% |
| January 31, 2022 | 93.15% |
| December 31, 2021 | 93.15% |
| November 30, 2021 | 93.15% |
| October 31, 2021 | 93.15% |
| September 30, 2021 | 93.15% |
| August 31, 2021 | 93.15% |
| July 31, 2021 | 93.15% |
| June 30, 2021 | 93.15% |
| May 31, 2021 | 93.15% |
| April 30, 2021 | 93.15% |
| March 31, 2021 | 93.15% |
| February 28, 2021 | 93.15% |
| January 31, 2021 | 93.15% |
| December 31, 2020 | 93.15% |
| 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
91.42%
Minimum
Nov 2019
93.15%
Maximum
Mar 2020
93.04%
Average
93.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Spectrum Brands Holdings Inc | 79.43% |
| Acme United Corp | 52.48% |
| RegalWorks Media Inc | 97.96% |
| Sharing Services Global Corp | 99.70% |
| Tofutti Brands Inc | 86.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 51.74 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 83.13% |
| Historical Sharpe Ratio (5Y) | 0.7852 |
| Historical Sortino (5Y) | 2.063 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.94% |