Orion Energy Systems Inc (OESX)
0.87
+0.01
(+1.55%)
USD |
NASDAQ |
May 03, 16:00
0.8838
+0.01
(+1.59%)
After-Hours: 20:00
Orion Energy Systems Max Drawdown (5Y): 92.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.90% |
March 31, 2024 | 92.90% |
February 29, 2024 | 92.90% |
January 31, 2024 | 92.90% |
December 31, 2023 | 92.90% |
November 30, 2023 | 92.65% |
October 31, 2023 | 91.52% |
September 30, 2023 | 92.56% |
August 31, 2023 | 92.56% |
July 31, 2023 | 92.56% |
June 30, 2023 | 92.56% |
May 31, 2023 | 92.56% |
April 30, 2023 | 92.56% |
March 31, 2023 | 92.56% |
February 28, 2023 | 92.56% |
January 31, 2023 | 92.56% |
December 31, 2022 | 92.56% |
November 30, 2022 | 92.56% |
October 31, 2022 | 92.56% |
September 30, 2022 | 92.56% |
August 31, 2022 | 92.56% |
July 31, 2022 | 92.56% |
June 30, 2022 | 92.56% |
May 31, 2022 | 92.56% |
April 30, 2022 | 92.56% |
Date | Value |
---|---|
March 31, 2022 | 92.56% |
February 28, 2022 | 92.56% |
January 31, 2022 | 92.56% |
December 31, 2021 | 92.56% |
November 30, 2021 | 92.56% |
October 31, 2021 | 92.56% |
September 30, 2021 | 92.56% |
August 31, 2021 | 92.56% |
July 31, 2021 | 92.56% |
June 30, 2021 | 92.56% |
May 31, 2021 | 92.56% |
April 30, 2021 | 92.56% |
March 31, 2021 | 92.56% |
February 28, 2021 | 92.56% |
January 31, 2021 | 92.56% |
December 31, 2020 | 92.56% |
November 30, 2020 | 92.56% |
October 31, 2020 | 92.56% |
September 30, 2020 | 92.56% |
August 31, 2020 | 92.56% |
July 31, 2020 | 92.56% |
June 30, 2020 | 92.56% |
May 31, 2020 | 92.56% |
April 30, 2020 | 92.56% |
March 31, 2020 | 92.56% |
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
91.52%
Minimum
Oct 2023
92.90%
Maximum
Dec 2023
92.57%
Average
92.56%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Acuity Brands Inc | 74.22% |
Brite-Strike Tactical Illumination Products Inc | 95.55% |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.89 |
Beta (5Y) | 1.450 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.96% |
Historical Sharpe Ratio (5Y) | -0.2251 |
Historical Sortino (5Y) | -0.5044 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.19% |