Optical Cable Corp (OCC)
4.143
0.00 (0.00%)
USD |
NASDAQ |
Jun 02, 16:00
4.05
-0.09
(-2.24%)
Pre-Market: 20:00
Optical Cable Max Drawdown (5Y): 65.21% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 65.21% |
| April 30, 2023 | 65.21% |
| March 31, 2023 | 65.21% |
| February 28, 2023 | 65.21% |
| January 31, 2023 | 65.21% |
| December 31, 2022 | 65.21% |
| November 30, 2022 | 65.21% |
| October 31, 2022 | 65.21% |
| September 30, 2022 | 65.21% |
| August 31, 2022 | 65.21% |
| July 31, 2022 | 65.21% |
| June 30, 2022 | 65.21% |
| May 31, 2022 | 65.21% |
| April 30, 2022 | 65.21% |
| March 31, 2022 | 65.21% |
| February 28, 2022 | 65.21% |
| January 31, 2022 | 65.21% |
| December 31, 2021 | 65.21% |
| November 30, 2021 | 65.21% |
| October 31, 2021 | 65.21% |
| September 30, 2021 | 65.21% |
| August 31, 2021 | 65.21% |
| July 31, 2021 | 65.21% |
| June 30, 2021 | 65.21% |
| May 31, 2021 | 65.21% |
| Date | Value |
|---|---|
| April 30, 2021 | 65.21% |
| March 31, 2021 | 65.21% |
| February 28, 2021 | 65.21% |
| January 31, 2021 | 65.21% |
| December 31, 2020 | 65.21% |
| November 30, 2020 | 65.21% |
| October 31, 2020 | 65.21% |
| September 30, 2020 | 65.21% |
| August 31, 2020 | 65.21% |
| July 31, 2020 | 65.21% |
| June 30, 2020 | 65.21% |
| May 31, 2020 | 65.21% |
| April 30, 2020 | 65.21% |
| March 31, 2020 | 65.21% |
| February 29, 2020 | 59.73% |
| January 31, 2020 | 59.73% |
| December 31, 2019 | 59.73% |
| November 30, 2019 | 59.73% |
| October 31, 2019 | 59.73% |
| September 30, 2019 | 59.73% |
| August 31, 2019 | 59.73% |
| July 31, 2019 | 59.73% |
| June 30, 2019 | 59.73% |
| May 31, 2019 | 59.73% |
| April 30, 2019 | 59.73% |
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
59.73%
Minimum
Jun 2018
65.21%
Maximum
Mar 2020
63.29%
Average
65.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Amphenol Corp | 37.53% |
| Novanta Inc | 38.60% |
| KULR Technology Group Inc | -- |
| BK Technologies Corp | 77.48% |
| Wireless Telecom Group Inc | 72.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.249 |
| Beta (5Y) | 0.5926 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.13% |
| Historical Sharpe Ratio (5Y) | 0.3432 |
| Historical Sortino (5Y) | 0.7296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.54% |