Power Solutions International Inc (PSIX)
29.00
+0.90
(+3.20%)
USD |
OTCM |
Nov 14, 10:03
Power Solutions International Max Drawdown (5Y): 93.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.38% |
| September 30, 2024 | 94.19% |
| August 31, 2024 | 94.19% |
| July 31, 2024 | 94.19% |
| June 30, 2024 | 94.19% |
| May 31, 2024 | 94.19% |
| April 30, 2024 | 94.19% |
| March 31, 2024 | 94.19% |
| February 29, 2024 | 94.19% |
| January 31, 2024 | 94.19% |
| December 31, 2023 | 94.19% |
| November 30, 2023 | 94.19% |
| October 31, 2023 | 94.19% |
| September 30, 2023 | 94.19% |
| August 31, 2023 | 94.19% |
| July 31, 2023 | 94.19% |
| June 30, 2023 | 94.19% |
| May 31, 2023 | 94.19% |
| April 30, 2023 | 94.19% |
| March 31, 2023 | 94.19% |
| February 28, 2023 | 94.19% |
| January 31, 2023 | 94.19% |
| December 31, 2022 | 94.19% |
| November 30, 2022 | 94.19% |
| October 31, 2022 | 94.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.19% |
| August 31, 2022 | 94.19% |
| July 31, 2022 | 94.19% |
| June 30, 2022 | 94.19% |
| May 31, 2022 | 94.19% |
| April 30, 2022 | 94.19% |
| March 31, 2022 | 94.19% |
| February 28, 2022 | 94.19% |
| January 31, 2022 | 94.19% |
| December 31, 2021 | 94.19% |
| November 30, 2021 | 96.76% |
| October 31, 2021 | 96.76% |
| September 30, 2021 | 96.76% |
| August 31, 2021 | 96.76% |
| July 31, 2021 | 96.76% |
| June 30, 2021 | 96.76% |
| May 31, 2021 | 96.76% |
| April 30, 2021 | 96.76% |
| March 31, 2021 | 96.76% |
| February 28, 2021 | 96.76% |
| January 31, 2021 | 96.76% |
| December 31, 2020 | 96.76% |
| November 30, 2020 | 96.76% |
| October 31, 2020 | 96.76% |
| September 30, 2020 | 96.76% |
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
93.38%
Minimum
Oct 2024
96.76%
Maximum
Nov 2019
95.25%
Average
94.19%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Broadwind Inc | 87.35% |
| CVD Equipment Corp | 84.75% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 90.63% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.12 |
| Beta (5Y) | 0.9187 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 115.3% |
| Historical Sharpe Ratio (5Y) | 0.2427 |
| Historical Sortino (5Y) | 0.7317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.25% |