Mitek Systems Inc (MITK)
9.34
+0.24
(+2.64%)
USD |
NASDAQ |
Nov 22, 16:00
9.345
0.00 (0.00%)
After-Hours: 20:00
Mitek Systems Max Drawdown (5Y): 65.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.05% |
| September 30, 2024 | 65.05% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.31% |
| August 31, 2022 | 63.31% |
| July 31, 2022 | 63.31% |
| June 30, 2022 | 63.31% |
| May 31, 2022 | 62.14% |
| April 30, 2022 | 55.63% |
| March 31, 2022 | 55.63% |
| February 28, 2022 | 55.63% |
| January 31, 2022 | 55.63% |
| December 31, 2021 | 55.63% |
| November 30, 2021 | 55.63% |
| October 31, 2021 | 56.68% |
| September 30, 2021 | 56.68% |
| August 31, 2021 | 56.68% |
| July 31, 2021 | 56.68% |
| June 30, 2021 | 56.68% |
| May 31, 2021 | 56.68% |
| April 30, 2021 | 56.68% |
| March 31, 2021 | 56.68% |
| February 28, 2021 | 59.95% |
| January 31, 2021 | 66.92% |
| December 31, 2020 | 68.24% |
| November 30, 2020 | 69.25% |
| October 31, 2020 | 74.36% |
| September 30, 2020 | 75.76% |
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
55.63%
Minimum
Nov 2021
78.70%
Maximum
Nov 2019
64.62%
Average
63.31%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.46 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.49% |
| Historical Sharpe Ratio (5Y) | -0.1021 |
| Historical Sortino (5Y) | -0.1766 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.44% |