National Presto Industries Inc (NPK)

93.45 +0.70 (+0.75%) USD  |  NYSE  |  Dec 20, 16:00
93.37 -0.08 (-0.09%) After-Hours: 20:00
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National Presto Industries Max Drawdown (5Y): 45.41% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Axon Enterprise Inc 58.54%
Cyberlux Corp 99.90%
Byrna Technologies Inc 92.51%
Hyperscale Data Inc 100.00%
Omega Flex Inc 74.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.425
Beta (5Y) 0.5926
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.57%
Historical Sharpe Ratio (5Y) 0.066
Historical Sortino (5Y) 0.1196
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.25%