Mitek Systems Inc (MITK)
13.38
+0.29
(+2.22%)
USD |
NASDAQ |
May 03, 16:00
13.38
0.00 (0.00%)
After-Hours: 20:00
Mitek Systems Max Drawdown (5Y): 63.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 62.14% |
| April 30, 2022 | 55.63% |
| Date | Value |
|---|---|
| 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 | 55.63% |
| September 30, 2021 | 55.63% |
| 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 | 56.68% |
| January 31, 2021 | 56.68% |
| December 31, 2020 | 57.40% |
| November 30, 2020 | 66.92% |
| October 31, 2020 | 68.24% |
| September 30, 2020 | 69.25% |
| August 31, 2020 | 74.36% |
| July 31, 2020 | 75.76% |
| June 30, 2020 | 76.22% |
| May 31, 2020 | 76.22% |
| April 30, 2020 | 76.22% |
| March 31, 2020 | 76.22% |
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
Sep 2021
85.21%
Maximum
May 2019
65.61%
Average
63.31%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Intuit Inc | 49.01% |
| Inpixon (DELISTED) | 100.00% |
| Five9 Inc | 77.59% |
| Vertex Inc | -- |
| Zeta Global Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.33 |
| Beta (5Y) | 1.120 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.68% |
| Historical Sharpe Ratio (5Y) | -0.019 |
| Historical Sortino (5Y) | -0.0329 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.11% |