NAPCO Security Technologies Inc (NSSC)
37.34
+0.40
(+1.08%)
USD |
NASDAQ |
Nov 21, 16:00
37.36
+0.02
(+0.05%)
After-Hours: 20:00
NAPCO Security Technologies Max Drawdown (5Y): 60.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.30% |
| September 30, 2024 | 60.30% |
| August 31, 2024 | 60.30% |
| July 31, 2024 | 60.30% |
| June 30, 2024 | 60.30% |
| May 31, 2024 | 60.30% |
| April 30, 2024 | 60.30% |
| March 31, 2024 | 60.30% |
| February 29, 2024 | 60.30% |
| January 31, 2024 | 60.30% |
| December 31, 2023 | 60.30% |
| November 30, 2023 | 60.30% |
| October 31, 2023 | 60.30% |
| September 30, 2023 | 60.30% |
| August 31, 2023 | 60.30% |
| July 31, 2023 | 60.30% |
| June 30, 2023 | 60.30% |
| May 31, 2023 | 60.30% |
| April 30, 2023 | 60.30% |
| March 31, 2023 | 60.30% |
| February 28, 2023 | 60.30% |
| January 31, 2023 | 60.30% |
| December 31, 2022 | 60.30% |
| November 30, 2022 | 60.30% |
| October 31, 2022 | 60.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.30% |
| August 31, 2022 | 60.30% |
| July 31, 2022 | 60.30% |
| June 30, 2022 | 60.30% |
| May 31, 2022 | 60.30% |
| April 30, 2022 | 60.30% |
| March 31, 2022 | 60.30% |
| February 28, 2022 | 60.30% |
| January 31, 2022 | 60.30% |
| December 31, 2021 | 60.30% |
| November 30, 2021 | 60.30% |
| October 31, 2021 | 60.30% |
| September 30, 2021 | 60.30% |
| August 31, 2021 | 60.30% |
| July 31, 2021 | 60.30% |
| June 30, 2021 | 60.30% |
| May 31, 2021 | 60.30% |
| April 30, 2021 | 60.30% |
| March 31, 2021 | 60.30% |
| February 28, 2021 | 60.30% |
| January 31, 2021 | 60.30% |
| December 31, 2020 | 60.30% |
| November 30, 2020 | 60.30% |
| October 31, 2020 | 60.30% |
| September 30, 2020 | 60.30% |
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
37.25%
Minimum
Jan 2020
60.30%
Maximum
Apr 2020
58.93%
Average
60.30%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Brady Corp | 36.21% |
| Compx International Inc | 43.85% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 99.05% |
| VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.719 |
| Beta (5Y) | 1.640 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.12% |
| Historical Sharpe Ratio (5Y) | 0.3473 |
| Historical Sortino (5Y) | 0.5371 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.20% |