Mitek Systems, Inc. (MITK)
17.87
-0.69
(-3.72%)
USD |
NASDAQ |
Aug 24, 16:00
17.87
0.00 (0.00%)
After-Hours: 20:00
Mitek Systems Max Drawdown (5Y) : 69.13% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 64.57% |
| July 31, 2024 | 63.31% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 63.31% |
| June 30, 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
| Aware, Inc. (Massachusetts) | 82.47% |
| Atlassian Corp. | 87.53% |
| Intuit, Inc. | 68.19% |
| Microsoft Corp. | 37.14% |
| Digital Turbine, Inc. | 98.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.10 |
| Beta (5Y) | 0.9763 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.88% |
| Historical Sharpe Ratio (5Y) | -0.2229 |
| Historical Sortino (5Y) | -0.3883 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.10% |