National Presto Industries Inc (NPK)
83.44
+1.15
(+1.40%)
USD |
NYSE |
Apr 23, 16:00
84.05
+0.61
(+0.73%)
Pre-Market: 20:00
National Presto Industries Max Drawdown (5Y): 45.41% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 45.41% |
| February 29, 2024 | 45.41% |
| January 31, 2024 | 45.41% |
| December 31, 2023 | 45.41% |
| November 30, 2023 | 45.41% |
| October 31, 2023 | 45.41% |
| September 30, 2023 | 45.41% |
| August 31, 2023 | 45.41% |
| July 31, 2023 | 45.41% |
| June 30, 2023 | 45.41% |
| May 31, 2023 | 45.41% |
| April 30, 2023 | 45.41% |
| March 31, 2023 | 45.41% |
| February 28, 2023 | 45.41% |
| January 31, 2023 | 45.41% |
| December 31, 2022 | 45.41% |
| November 30, 2022 | 45.41% |
| October 31, 2022 | 45.41% |
| September 30, 2022 | 45.41% |
| August 31, 2022 | 45.41% |
| July 31, 2022 | 45.41% |
| June 30, 2022 | 45.41% |
| May 31, 2022 | 45.41% |
| April 30, 2022 | 45.41% |
| March 31, 2022 | 45.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.41% |
| January 31, 2022 | 45.41% |
| December 31, 2021 | 45.41% |
| November 30, 2021 | 45.41% |
| October 31, 2021 | 45.41% |
| September 30, 2021 | 45.41% |
| August 31, 2021 | 45.41% |
| July 31, 2021 | 45.41% |
| June 30, 2021 | 45.41% |
| May 31, 2021 | 45.41% |
| April 30, 2021 | 45.41% |
| March 31, 2021 | 45.41% |
| February 28, 2021 | 45.41% |
| January 31, 2021 | 45.41% |
| December 31, 2020 | 45.41% |
| November 30, 2020 | 45.41% |
| October 31, 2020 | 45.41% |
| September 30, 2020 | 45.41% |
| August 31, 2020 | 45.41% |
| July 31, 2020 | 45.41% |
| June 30, 2020 | 45.41% |
| May 31, 2020 | 45.41% |
| April 30, 2020 | 45.41% |
| March 31, 2020 | 45.41% |
| February 29, 2020 | 38.69% |
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
38.69%
Minimum
Jan 2020
45.52%
Maximum
Apr 2019
45.05%
Average
45.41%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Axon Enterprise Inc | 58.54% |
| Byrna Technologies Inc | 92.51% |
| Ault Alliance Inc | 100.00% |
| Omega Flex Inc | 64.09% |
| Smith & Wesson Brands Inc | 81.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.855 |
| Beta (5Y) | 0.5906 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.99% |
| Historical Sharpe Ratio (5Y) | -0.0498 |
| Historical Sortino (5Y) | -0.0904 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.46% |