Orion Energy Systems Inc (OESX)
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Nov 22, 15:40
Orion Energy Systems Max Drawdown (5Y): 92.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.90% |
| September 30, 2024 | 92.90% |
| August 31, 2024 | 92.90% |
| July 31, 2024 | 92.90% |
| June 30, 2024 | 92.90% |
| May 31, 2024 | 92.90% |
| 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 | 93.08% |
| October 31, 2023 | 93.08% |
| September 30, 2023 | 93.08% |
| August 31, 2023 | 93.08% |
| July 31, 2023 | 93.08% |
| June 30, 2023 | 93.08% |
| May 31, 2023 | 93.08% |
| April 30, 2023 | 93.08% |
| March 31, 2023 | 93.08% |
| February 28, 2023 | 93.08% |
| January 31, 2023 | 93.08% |
| December 31, 2022 | 93.08% |
| November 30, 2022 | 93.08% |
| October 31, 2022 | 93.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.08% |
| August 31, 2022 | 93.08% |
| July 31, 2022 | 93.08% |
| June 30, 2022 | 93.08% |
| May 31, 2022 | 93.08% |
| April 30, 2022 | 93.08% |
| March 31, 2022 | 93.08% |
| February 28, 2022 | 93.08% |
| January 31, 2022 | 93.08% |
| December 31, 2021 | 93.08% |
| November 30, 2021 | 93.08% |
| October 31, 2021 | 93.08% |
| September 30, 2021 | 93.08% |
| August 31, 2021 | 93.08% |
| July 31, 2021 | 93.08% |
| June 30, 2021 | 93.08% |
| May 31, 2021 | 93.08% |
| April 30, 2021 | 93.08% |
| March 31, 2021 | 93.08% |
| February 28, 2021 | 93.08% |
| January 31, 2021 | 93.08% |
| December 31, 2020 | 93.08% |
| November 30, 2020 | 93.08% |
| October 31, 2020 | 93.08% |
| September 30, 2020 | 93.08% |
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
92.90%
Minimum
Dec 2023
93.08%
Maximum
Nov 2019
93.05%
Average
93.08%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Energy Focus Inc | 99.00% |
| MasterCraft Boat Holdings Inc | 86.38% |
| American Woodmark Corp | 74.37% |
| Hyliion Holdings Corp | -- |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -39.62 |
| Beta (5Y) | 1.392 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.96% |
| Historical Sharpe Ratio (5Y) | -0.3494 |
| Historical Sortino (5Y) | -0.7915 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.37% |