Optex Systems Holdings Inc (OPXS)
8.45
+0.26
(+3.17%)
USD |
NASDAQ |
Nov 22, 13:41
Optex Systems Holdings Max Drawdown (5Y): 94.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.34% |
| September 30, 2024 | 94.34% |
| August 31, 2024 | 94.38% |
| July 31, 2024 | 94.59% |
| June 30, 2024 | 94.59% |
| May 31, 2024 | 94.59% |
| April 30, 2024 | 94.59% |
| March 31, 2024 | 94.59% |
| February 29, 2024 | 94.72% |
| January 31, 2024 | 95.14% |
| December 31, 2023 | 96.36% |
| November 30, 2023 | 96.36% |
| October 31, 2023 | 96.36% |
| September 30, 2023 | 96.36% |
| August 31, 2023 | 96.36% |
| July 31, 2023 | 97.03% |
| June 30, 2023 | 97.08% |
| May 31, 2023 | 97.11% |
| April 30, 2023 | 97.28% |
| March 31, 2023 | 97.28% |
| February 28, 2023 | 97.28% |
| January 31, 2023 | 97.44% |
| December 31, 2022 | 97.44% |
| November 30, 2022 | 97.54% |
| October 31, 2022 | 97.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.56% |
| August 31, 2022 | 97.56% |
| July 31, 2022 | 97.61% |
| June 30, 2022 | 97.61% |
| May 31, 2022 | 98.10% |
| April 30, 2022 | 98.23% |
| March 31, 2022 | 98.30% |
| February 28, 2022 | 98.33% |
| January 31, 2022 | 98.33% |
| December 31, 2021 | 98.33% |
| November 30, 2021 | 98.48% |
| October 31, 2021 | 98.48% |
| September 30, 2021 | 98.48% |
| August 31, 2021 | 98.48% |
| July 31, 2021 | 98.48% |
| June 30, 2021 | 98.48% |
| May 31, 2021 | 98.48% |
| April 30, 2021 | 98.48% |
| March 31, 2021 | 98.48% |
| February 28, 2021 | 98.48% |
| January 31, 2021 | 98.48% |
| December 31, 2020 | 98.48% |
| November 30, 2020 | 98.48% |
| October 31, 2020 | 98.48% |
| September 30, 2020 | 98.48% |
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
94.34%
Minimum
Sep 2024
98.48%
Maximum
Nov 2019
97.38%
Average
98.16%
Median
Max Drawdown (5Y) Benchmarks
| OPT Sciences Corp | 37.12% |
| 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) | 32.23 |
| Beta (5Y) | 0.2697 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.81% |
| Historical Sharpe Ratio (5Y) | 0.8341 |
| Historical Sortino (5Y) | 1.865 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.15% |