Micropac Industries Inc (MPAD)
13.75
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Micropac Industries Max Drawdown (5Y): 39.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.84% |
March 31, 2024 | 39.84% |
February 29, 2024 | 39.84% |
January 31, 2024 | 39.84% |
December 31, 2023 | 39.84% |
November 30, 2023 | 39.84% |
October 31, 2023 | 39.84% |
September 30, 2023 | 39.84% |
August 31, 2023 | 39.84% |
July 31, 2023 | 39.84% |
June 30, 2023 | 34.81% |
May 31, 2023 | 34.81% |
April 30, 2023 | 34.81% |
March 31, 2023 | 34.81% |
February 28, 2023 | 34.81% |
January 31, 2023 | 34.81% |
December 31, 2022 | 34.81% |
November 30, 2022 | 34.81% |
October 31, 2022 | 34.81% |
September 30, 2022 | 34.81% |
August 31, 2022 | 34.81% |
July 31, 2022 | 34.81% |
June 30, 2022 | 34.81% |
May 31, 2022 | 34.81% |
April 30, 2022 | 34.81% |
Date | Value |
---|---|
March 31, 2022 | 34.81% |
February 28, 2022 | 34.81% |
January 31, 2022 | 34.81% |
December 31, 2021 | 34.81% |
November 30, 2021 | 34.81% |
October 31, 2021 | 34.81% |
September 30, 2021 | 34.81% |
August 31, 2021 | 34.81% |
July 31, 2021 | 34.81% |
June 30, 2021 | 34.81% |
May 31, 2021 | 34.81% |
April 30, 2021 | 34.81% |
March 31, 2021 | 34.81% |
February 28, 2021 | 34.81% |
January 31, 2021 | 34.81% |
December 31, 2020 | 34.81% |
November 30, 2020 | 34.81% |
October 31, 2020 | 34.81% |
September 30, 2020 | 31.79% |
August 31, 2020 | 31.79% |
July 31, 2020 | 31.79% |
June 30, 2020 | 31.79% |
May 31, 2020 | 31.79% |
April 30, 2020 | 31.79% |
March 31, 2020 | 31.79% |
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
31.79%
Minimum
May 2019
39.84%
Maximum
Jul 2023
34.79%
Average
34.81%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Emerson Radio Corp | 76.50% |
BK Technologies Corp | 77.48% |
AgEagle Aerial Systems Inc | 99.85% |
AXIL Brands Inc | 93.64% |
Moving iMage Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.158 |
Beta (5Y) | 0.4959 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.15% |
Historical Sharpe Ratio (5Y) | 0.2145 |
Historical Sortino (5Y) | 0.4012 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |