Park Aerospace Corp (PKE)
13.72
+0.27
(+2.01%)
USD |
NYSE |
Nov 05, 16:00
13.72
0.00 (0.00%)
After-Hours: 18:25
Park Aerospace Max Drawdown (5Y): 43.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 43.67% |
| August 31, 2024 | 43.67% |
| July 31, 2024 | 43.67% |
| June 30, 2024 | 43.67% |
| May 31, 2024 | 43.67% |
| April 30, 2024 | 43.67% |
| March 31, 2024 | 43.67% |
| February 29, 2024 | 43.67% |
| January 31, 2024 | 43.67% |
| December 31, 2023 | 43.67% |
| November 30, 2023 | 43.67% |
| October 31, 2023 | 43.67% |
| September 30, 2023 | 43.67% |
| August 31, 2023 | 43.67% |
| July 31, 2023 | 43.67% |
| June 30, 2023 | 43.67% |
| May 31, 2023 | 43.67% |
| April 30, 2023 | 43.67% |
| March 31, 2023 | 43.67% |
| February 28, 2023 | 43.67% |
| January 31, 2023 | 43.67% |
| December 31, 2022 | 43.67% |
| November 30, 2022 | 43.67% |
| October 31, 2022 | 43.67% |
| September 30, 2022 | 43.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 43.67% |
| July 31, 2022 | 43.67% |
| June 30, 2022 | 43.67% |
| May 31, 2022 | 43.67% |
| April 30, 2022 | 43.67% |
| March 31, 2022 | 43.67% |
| February 28, 2022 | 43.67% |
| January 31, 2022 | 43.67% |
| December 31, 2021 | 43.67% |
| November 30, 2021 | 43.67% |
| October 31, 2021 | 43.67% |
| September 30, 2021 | 43.67% |
| August 31, 2021 | 47.23% |
| July 31, 2021 | 51.52% |
| June 30, 2021 | 51.52% |
| May 31, 2021 | 51.52% |
| April 30, 2021 | 51.52% |
| March 31, 2021 | 51.79% |
| February 28, 2021 | 51.79% |
| January 31, 2021 | 51.79% |
| December 31, 2020 | 51.98% |
| November 30, 2020 | 53.31% |
| October 31, 2020 | 53.31% |
| September 30, 2020 | 53.31% |
| August 31, 2020 | 53.31% |
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
43.67%
Minimum
Sep 2021
53.31%
Maximum
Nov 2019
46.94%
Average
43.67%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Kratos Defense & Security Solutions Inc | 72.74% |
| Mercury Systems Inc | 71.73% |
| BWX Technologies Inc | 40.10% |
| CAM Group Inc | 99.25% |
| Bridger Aerospace Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.984 |
| Beta (5Y) | 0.3902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.77% |
| Historical Sharpe Ratio (5Y) | -0.089 |
| Historical Sortino (5Y) | -0.14 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.27% |