MIND Technology Inc (MIND)
3.85
-0.03
(-0.77%)
USD |
NASDAQ |
Nov 22, 11:05
MIND Technology Max Drawdown (5Y): 91.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 91.19% |
September 30, 2024 | 91.19% |
August 31, 2024 | 91.19% |
July 31, 2024 | 91.19% |
June 30, 2024 | 91.19% |
May 31, 2024 | 91.19% |
April 30, 2024 | 91.19% |
March 31, 2024 | 91.19% |
February 29, 2024 | 91.19% |
January 31, 2024 | 91.19% |
December 31, 2023 | 91.19% |
November 30, 2023 | 91.19% |
October 31, 2023 | 91.19% |
September 30, 2023 | 91.19% |
August 31, 2023 | 91.19% |
July 31, 2023 | 91.19% |
June 30, 2023 | 91.19% |
May 31, 2023 | 91.19% |
April 30, 2023 | 91.19% |
March 31, 2023 | 91.19% |
February 28, 2023 | 91.19% |
January 31, 2023 | 91.19% |
December 31, 2022 | 91.19% |
November 30, 2022 | 90.42% |
October 31, 2022 | 87.33% |
Date | Value |
---|---|
September 30, 2022 | 87.33% |
August 31, 2022 | 86.09% |
July 31, 2022 | 86.09% |
June 30, 2022 | 86.09% |
May 31, 2022 | 86.09% |
April 30, 2022 | 86.09% |
March 31, 2022 | 86.09% |
February 28, 2022 | 86.09% |
January 31, 2022 | 86.09% |
December 31, 2021 | 86.09% |
November 30, 2021 | 86.09% |
October 31, 2021 | 88.65% |
September 30, 2021 | 88.65% |
August 31, 2021 | 89.80% |
July 31, 2021 | 89.80% |
June 30, 2021 | 89.80% |
May 31, 2021 | 89.80% |
April 30, 2021 | 89.80% |
March 31, 2021 | 89.80% |
February 28, 2021 | 89.80% |
January 31, 2021 | 90.86% |
December 31, 2020 | 90.86% |
November 30, 2020 | 90.86% |
October 31, 2020 | 90.86% |
September 30, 2020 | 90.86% |
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
86.09%
Minimum
Nov 2021
91.19%
Maximum
Mar 2023
89.87%
Average
90.86%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Genasys Inc | 81.10% |
Teledyne Technologies Inc | 48.95% |
Astrotech Corp | 95.40% |
Sobr Safe Inc | 99.81% |
Cepton Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -48.32 |
Beta (5Y) | 1.154 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.29% |
Historical Sharpe Ratio (5Y) | -0.4062 |
Historical Sortino (5Y) | -0.8373 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.78% |