LSI Industries Inc (LYTS)
20.60
+0.37
(+1.83%)
USD |
NASDAQ |
Nov 22, 16:00
20.60
0.00 (0.00%)
After-Hours: 20:00
LSI Industries Max Drawdown (5Y): 77.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.66% |
| September 30, 2024 | 77.66% |
| August 31, 2024 | 77.66% |
| July 31, 2024 | 77.66% |
| June 30, 2024 | 77.66% |
| May 31, 2024 | 77.66% |
| April 30, 2024 | 77.66% |
| March 31, 2024 | 78.57% |
| February 29, 2024 | 79.24% |
| January 31, 2024 | 79.24% |
| December 31, 2023 | 79.24% |
| November 30, 2023 | 79.24% |
| October 31, 2023 | 79.24% |
| September 30, 2023 | 79.24% |
| August 31, 2023 | 79.24% |
| July 31, 2023 | 79.24% |
| June 30, 2023 | 79.24% |
| May 31, 2023 | 79.24% |
| April 30, 2023 | 79.24% |
| March 31, 2023 | 79.24% |
| February 28, 2023 | 79.24% |
| January 31, 2023 | 79.24% |
| December 31, 2022 | 79.24% |
| November 30, 2022 | 79.24% |
| October 31, 2022 | 79.24% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.24% |
| August 31, 2022 | 79.24% |
| July 31, 2022 | 79.24% |
| June 30, 2022 | 79.24% |
| May 31, 2022 | 79.24% |
| April 30, 2022 | 79.24% |
| March 31, 2022 | 79.24% |
| February 28, 2022 | 79.24% |
| January 31, 2022 | 79.24% |
| December 31, 2021 | 79.24% |
| November 30, 2021 | 79.24% |
| October 31, 2021 | 79.24% |
| September 30, 2021 | 79.24% |
| August 31, 2021 | 79.24% |
| July 31, 2021 | 79.24% |
| June 30, 2021 | 79.24% |
| May 31, 2021 | 79.24% |
| April 30, 2021 | 79.24% |
| March 31, 2021 | 79.24% |
| February 28, 2021 | 79.24% |
| January 31, 2021 | 79.24% |
| December 31, 2020 | 79.24% |
| November 30, 2020 | 79.24% |
| October 31, 2020 | 79.24% |
| September 30, 2020 | 79.24% |
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
77.66%
Minimum
Apr 2024
79.24%
Maximum
Nov 2019
79.04%
Average
79.24%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Diguang Internat Devl Co Ltd | 99.50% |
| Viper Networks Inc | 99.90% |
| OSI Systems Inc | 53.64% |
| BK Technologies Corp | 80.19% |
| Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.04 |
| Beta (5Y) | 0.8725 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.98% |
| Historical Sharpe Ratio (5Y) | 0.4785 |
| Historical Sortino (5Y) | 0.7918 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.30% |