Methode Electronics Inc (MEI)
9.21
+0.18
(+1.99%)
USD |
NYSE |
Nov 04, 13:33
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% |