Methode Electronics Inc (MEI)
9.72
+0.69
(+7.64%)
USD |
NYSE |
Nov 21, 16:00
9.725
0.00 (0.00%)
After-Hours: 20:00
Methode Electronics Max Drawdown (5Y): 81.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.76% |
September 30, 2024 | 81.31% |
August 31, 2024 | 81.31% |
July 31, 2024 | 81.31% |
June 30, 2024 | 80.58% |
May 31, 2024 | 77.78% |
April 30, 2024 | 77.33% |
March 31, 2024 | 77.33% |
February 29, 2024 | 58.96% |
January 31, 2024 | 58.96% |
December 31, 2023 | 57.37% |
November 30, 2023 | 57.09% |
October 31, 2023 | 57.09% |
September 30, 2023 | 57.09% |
August 31, 2023 | 54.69% |
July 31, 2023 | 54.69% |
June 30, 2023 | 54.69% |
May 31, 2023 | 54.69% |
April 30, 2023 | 54.69% |
March 31, 2023 | 54.69% |
February 28, 2023 | 54.69% |
January 31, 2023 | 54.69% |
December 31, 2022 | 54.69% |
November 30, 2022 | 54.69% |
October 31, 2022 | 54.69% |
Date | Value |
---|---|
September 30, 2022 | 54.69% |
August 31, 2022 | 54.69% |
July 31, 2022 | 54.69% |
June 30, 2022 | 54.69% |
May 31, 2022 | 54.69% |
April 30, 2022 | 54.69% |
March 31, 2022 | 54.69% |
February 28, 2022 | 54.69% |
January 31, 2022 | 54.69% |
December 31, 2021 | 54.69% |
November 30, 2021 | 54.69% |
October 31, 2021 | 54.69% |
September 30, 2021 | 54.69% |
August 31, 2021 | 54.69% |
July 31, 2021 | 54.69% |
June 30, 2021 | 54.69% |
May 31, 2021 | 54.69% |
April 30, 2021 | 54.69% |
March 31, 2021 | 54.69% |
February 28, 2021 | 54.69% |
January 31, 2021 | 54.69% |
December 31, 2020 | 54.69% |
November 30, 2020 | 54.69% |
October 31, 2020 | 54.69% |
September 30, 2020 | 54.69% |
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
54.69%
Minimum
Nov 2019
81.76%
Maximum
Oct 2024
58.35%
Average
54.69%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Allient Inc | 63.11% |
inTest Corp | 77.88% |
LGL Group Inc | 50.99% |
Vuzix Corp | 97.22% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.66 |
Beta (5Y) | 0.7571 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.66% |
Historical Sharpe Ratio (5Y) | -0.57 |
Historical Sortino (5Y) | -0.7529 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.34% |