Emerson Radio Corp (MSN)
0.5225
+0.02
(+4.50%)
USD |
NYAM |
Nov 05, 16:00
0.5225
0.00 (0.00%)
After-Hours: 19:16
Emerson Radio Max Drawdown (5Y): 79.72% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 79.72% |
| August 31, 2024 | 79.72% |
| July 31, 2024 | 78.11% |
| June 30, 2024 | 77.07% |
| May 31, 2024 | 76.50% |
| April 30, 2024 | 76.50% |
| March 31, 2024 | 76.50% |
| February 29, 2024 | 76.50% |
| January 31, 2024 | 76.50% |
| December 31, 2023 | 76.50% |
| November 30, 2023 | 76.50% |
| October 31, 2023 | 76.50% |
| September 30, 2023 | 76.50% |
| August 31, 2023 | 76.50% |
| July 31, 2023 | 76.50% |
| June 30, 2023 | 76.50% |
| May 31, 2023 | 76.50% |
| April 30, 2023 | 76.50% |
| March 31, 2023 | 76.50% |
| February 28, 2023 | 76.02% |
| January 31, 2023 | 76.02% |
| December 31, 2022 | 76.02% |
| November 30, 2022 | 75.04% |
| October 31, 2022 | 74.65% |
| September 30, 2022 | 73.65% |
| Date | Value |
|---|---|
| August 31, 2022 | 73.65% |
| July 31, 2022 | 73.65% |
| June 30, 2022 | 73.65% |
| May 31, 2022 | 73.65% |
| April 30, 2022 | 69.37% |
| March 31, 2022 | 68.66% |
| February 28, 2022 | 68.06% |
| January 31, 2022 | 67.74% |
| December 31, 2021 | 63.10% |
| November 30, 2021 | 59.75% |
| October 31, 2021 | 59.75% |
| September 30, 2021 | 64.68% |
| August 31, 2021 | 65.77% |
| July 31, 2021 | 65.77% |
| June 30, 2021 | 65.77% |
| May 31, 2021 | 70.73% |
| April 30, 2021 | 73.02% |
| March 31, 2021 | 74.10% |
| February 28, 2021 | 74.10% |
| January 31, 2021 | 74.10% |
| December 31, 2020 | 74.10% |
| November 30, 2020 | 74.10% |
| October 31, 2020 | 74.10% |
| September 30, 2020 | 74.10% |
| August 31, 2020 | 74.10% |
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
59.75%
Minimum
Oct 2021
79.72%
Maximum
Aug 2024
73.39%
Average
74.10%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Koss Corp | 96.42% |
| Universal Electronics Inc | 88.60% |
| Turtle Beach Corp | 86.85% |
| Algorhythm Holdings Inc | 98.21% |
| AXIL Brands Inc | 93.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.99 |
| Beta (5Y) | 0.46 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.89% |
| Historical Sharpe Ratio (5Y) | -0.3135 |
| Historical Sortino (5Y) | -0.607 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.48% |