Nortech Systems Inc (NSYS)
11.20
-0.14
(-1.23%)
USD |
NASDAQ |
Nov 05, 14:36
Nortech Systems Max Drawdown (5Y): 59.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.19% |
September 30, 2024 | 59.19% |
August 31, 2024 | 59.19% |
July 31, 2024 | 59.19% |
June 30, 2024 | 59.19% |
May 31, 2024 | 59.19% |
April 30, 2024 | 59.19% |
March 31, 2024 | 59.19% |
February 29, 2024 | 59.19% |
January 31, 2024 | 59.19% |
December 31, 2023 | 59.19% |
November 30, 2023 | 59.19% |
October 31, 2023 | 59.19% |
September 30, 2023 | 57.60% |
August 31, 2023 | 57.60% |
July 31, 2023 | 57.60% |
June 30, 2023 | 57.60% |
May 31, 2023 | 57.60% |
April 30, 2023 | 57.60% |
March 31, 2023 | 57.60% |
February 28, 2023 | 57.60% |
January 31, 2023 | 59.86% |
December 31, 2022 | 59.86% |
November 30, 2022 | 59.86% |
October 31, 2022 | 59.86% |
Date | Value |
---|---|
September 30, 2022 | 59.86% |
August 31, 2022 | 59.86% |
July 31, 2022 | 59.86% |
June 30, 2022 | 59.86% |
May 31, 2022 | 59.86% |
April 30, 2022 | 59.86% |
March 31, 2022 | 59.86% |
February 28, 2022 | 59.86% |
January 31, 2022 | 59.86% |
December 31, 2021 | 59.86% |
November 30, 2021 | 59.86% |
October 31, 2021 | 59.86% |
September 30, 2021 | 59.86% |
August 31, 2021 | 59.86% |
July 31, 2021 | 59.86% |
June 30, 2021 | 59.86% |
May 31, 2021 | 59.86% |
April 30, 2021 | 59.86% |
March 31, 2021 | 59.86% |
February 28, 2021 | 59.86% |
January 31, 2021 | 59.86% |
December 31, 2020 | 59.86% |
November 30, 2020 | 59.86% |
October 31, 2020 | 59.86% |
September 30, 2020 | 59.86% |
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
57.60%
Minimum
Feb 2023
59.86%
Maximum
Nov 2019
59.41%
Average
59.86%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Perspective Therapeutics Inc | 91.70% |
Retractable Technologies Inc | 96.68% |
InfuSystems Holdings Inc | 74.69% |
Xtant Medical Holdings Inc | 98.66% |
Catheter Precision Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 23.78 |
Beta (5Y) | 0.5337 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.44% |
Historical Sharpe Ratio (5Y) | 0.4992 |
Historical Sortino (5Y) | 1.016 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.06% |