Perma-Pipe International Holdings Inc (PPIH)
7.40
+0.10
(+1.37%)
USD |
NASDAQ |
Apr 17, 16:00
Perma-Pipe International Holdings Max Drawdown (5Y): 58.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 58.53% |
| February 29, 2024 | 58.53% |
| January 31, 2024 | 58.53% |
| December 31, 2023 | 58.53% |
| November 30, 2023 | 58.53% |
| October 31, 2023 | 56.07% |
| September 30, 2023 | 50.00% |
| August 31, 2023 | 50.00% |
| July 31, 2023 | 50.00% |
| June 30, 2023 | 50.00% |
| May 31, 2023 | 50.00% |
| April 30, 2023 | 50.00% |
| March 31, 2023 | 50.00% |
| February 28, 2023 | 50.00% |
| January 31, 2023 | 50.00% |
| December 31, 2022 | 50.00% |
| November 30, 2022 | 50.00% |
| October 31, 2022 | 50.00% |
| September 30, 2022 | 50.00% |
| August 31, 2022 | 50.89% |
| July 31, 2022 | 52.38% |
| June 30, 2022 | 52.38% |
| May 31, 2022 | 54.76% |
| April 30, 2022 | 54.76% |
| March 31, 2022 | 54.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 55.36% |
| January 31, 2022 | 55.36% |
| December 31, 2021 | 56.85% |
| November 30, 2021 | 56.85% |
| October 31, 2021 | 56.85% |
| September 30, 2021 | 56.85% |
| August 31, 2021 | 56.85% |
| July 31, 2021 | 56.85% |
| June 30, 2021 | 56.85% |
| May 31, 2021 | 56.85% |
| April 30, 2021 | 56.85% |
| March 31, 2021 | 57.80% |
| February 28, 2021 | 60.12% |
| January 31, 2021 | 60.12% |
| December 31, 2020 | 60.12% |
| November 30, 2020 | 60.12% |
| October 31, 2020 | 64.70% |
| September 30, 2020 | 65.65% |
| August 31, 2020 | 69.23% |
| July 31, 2020 | 70.18% |
| June 30, 2020 | 73.10% |
| May 31, 2020 | 73.10% |
| April 30, 2020 | 73.10% |
| March 31, 2020 | 73.10% |
| February 29, 2020 | 73.10% |
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
50.00%
Minimum
Sep 2022
73.10%
Maximum
Apr 2019
60.09%
Average
56.85%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Montana Technologies Corp | -- |
| OriginClear Inc | 100.00% |
| FuelCell Energy Inc | 99.96% |
| Umbra Companies Inc | 100.00% |
| Majic Wheels Corp | 99.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.837 |
| Beta (5Y) | 0.2856 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.71% |
| Historical Sharpe Ratio (5Y) | -0.1061 |
| Historical Sortino (5Y) | -0.1477 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.32% |