OPT Sciences Corp (OPST)

22.50 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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OPT Sciences Max Drawdown (5Y): 38.07% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Optex Systems Holdings Inc 94.23%
L3Harris Technologies Inc 38.16%
Standex International Corp 65.63%
Tennant Co 43.14%
Megatech Corp 89.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.1188
Beta (5Y) 0.1223
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.89%
Historical Sharpe Ratio (5Y) 0.0677
Historical Sortino (5Y) 0.0984
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.83%