One Stop Systems Inc (OSS)
2.44
+0.11
(+4.72%)
USD |
NASDAQ |
Nov 21, 16:00
2.44
0.00 (0.00%)
After-Hours: 07:17
One Stop Systems Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Super Micro Computer Inc | 75.50% |
| Zebra Technologies Corp | 67.78% |
| Quantum Computing Inc | 97.53% |
| AgEagle Aerial Systems Inc | 99.99% |
| Socket Mobile Inc | 95.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.94 |
| Beta (5Y) | 1.284 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.16% |
| Historical Sharpe Ratio (5Y) | -0.0323 |
| Historical Sortino (5Y) | -0.0628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.91% |