Mitek Systems, Inc. (MITK)
17.64
-0.06
(-0.34%)
USD |
NASDAQ |
Oct 06, 14:40
Mitek Systems Max Drawdown (5Y) : 69.13% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 69.13% |
| August 31, 2026 | 69.13% |
| July 31, 2026 | 69.13% |
| June 30, 2026 | 69.13% |
| May 31, 2026 | 69.13% |
| April 30, 2026 | 69.13% |
| March 31, 2026 | 69.13% |
| February 28, 2026 | 69.13% |
| January 31, 2026 | 69.13% |
| December 31, 2025 | 69.13% |
| November 30, 2025 | 69.13% |
| October 31, 2025 | 69.13% |
| September 30, 2025 | 69.13% |
| August 31, 2025 | 69.13% |
| July 31, 2025 | 69.13% |
| June 30, 2025 | 69.13% |
| May 31, 2025 | 69.13% |
| April 30, 2025 | 69.13% |
| March 31, 2025 | 65.05% |
| February 28, 2025 | 65.05% |
| January 31, 2025 | 65.05% |
| December 31, 2024 | 65.05% |
| November 30, 2024 | 65.05% |
| October 31, 2024 | 65.05% |
| September 30, 2024 | 65.05% |
| Date | Value |
|---|---|
| August 31, 2024 | 64.57% |
| July 31, 2024 | 63.31% |
| June 30, 2024 | 63.31% |
| May 31, 2024 | 63.31% |
| April 30, 2024 | 63.31% |
| March 31, 2024 | 63.31% |
| February 29, 2024 | 63.31% |
| January 31, 2024 | 63.31% |
| December 31, 2023 | 63.31% |
| November 30, 2023 | 63.31% |
| October 31, 2023 | 63.31% |
| September 30, 2023 | 63.31% |
| August 31, 2023 | 63.31% |
| July 31, 2023 | 63.31% |
| June 30, 2023 | 63.31% |
| May 31, 2023 | 63.31% |
| April 30, 2023 | 63.31% |
| March 31, 2023 | 63.31% |
| February 28, 2023 | 63.31% |
| January 31, 2023 | 63.31% |
| December 31, 2022 | 63.31% |
| November 30, 2022 | 63.31% |
| October 31, 2022 | 63.31% |
| September 30, 2022 | 63.31% |
| August 31, 2022 | 63.31% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Atlassian Corp. | 87.53% |
| Intuit, Inc. | 68.19% |
| Microsoft Corp. | 37.14% |
| Digital Turbine, Inc. | 98.72% |
| Elastic NV | 76.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.80 |
| Beta (5Y) | 0.9390 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.48% |
| Historical Sharpe Ratio (5Y) | -0.1335 |
| Historical Sortino (5Y) | -0.2331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.29% |