Microvision Inc (MVIS)
1.02
+0.02
(+1.49%)
USD |
NASDAQ |
Nov 05, 10:23
Microvision Max Drawdown (5Y): 96.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.85% |
| September 30, 2024 | 96.85% |
| August 31, 2024 | 96.85% |
| July 31, 2024 | 96.63% |
| June 30, 2024 | 96.63% |
| May 31, 2024 | 95.80% |
| April 30, 2024 | 95.11% |
| March 31, 2024 | 95.11% |
| February 29, 2024 | 95.11% |
| January 31, 2024 | 95.11% |
| December 31, 2023 | 95.11% |
| November 30, 2023 | 95.11% |
| October 31, 2023 | 95.11% |
| September 30, 2023 | 95.11% |
| August 31, 2023 | 95.11% |
| July 31, 2023 | 95.11% |
| June 30, 2023 | 95.11% |
| May 31, 2023 | 95.11% |
| April 30, 2023 | 95.11% |
| March 31, 2023 | 95.11% |
| February 28, 2023 | 95.11% |
| January 31, 2023 | 95.11% |
| December 31, 2022 | 95.11% |
| November 30, 2022 | 95.11% |
| October 31, 2022 | 95.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.11% |
| August 31, 2022 | 95.11% |
| July 31, 2022 | 95.11% |
| June 30, 2022 | 95.11% |
| May 31, 2022 | 95.11% |
| April 30, 2022 | 95.11% |
| March 31, 2022 | 95.11% |
| February 28, 2022 | 95.11% |
| January 31, 2022 | 95.11% |
| December 31, 2021 | 95.11% |
| November 30, 2021 | 95.11% |
| October 31, 2021 | 95.11% |
| September 30, 2021 | 95.11% |
| August 31, 2021 | 95.11% |
| July 31, 2021 | 95.11% |
| June 30, 2021 | 95.11% |
| May 31, 2021 | 95.11% |
| April 30, 2021 | 95.11% |
| March 31, 2021 | 95.11% |
| February 28, 2021 | 95.11% |
| January 31, 2021 | 95.11% |
| December 31, 2020 | 95.11% |
| November 30, 2020 | 95.11% |
| October 31, 2020 | 95.11% |
| September 30, 2020 | 95.11% |
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
89.10%
Minimum
Jan 2020
96.85%
Maximum
Aug 2024
95.04%
Average
95.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Inseego Corp | 99.13% |
| Digital Turbine Inc | 98.51% |
| Jamf Holding Corp | -- |
| AppLovin Corp | -- |
| Aurora Innovation Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.30 |
| Beta (5Y) | 3.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 198.5% |
| Historical Sharpe Ratio (5Y) | 0.0198 |
| Historical Sortino (5Y) | 0.0871 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.94% |