Power Solutions International Inc (PSIX)
2.20
+0.05
(+2.33%)
USD |
OTCM |
May 03, 16:00
Power Solutions International Max Drawdown (5Y): 94.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 96.76% |
| July 31, 2020 | 96.76% |
| June 30, 2020 | 96.76% |
| May 31, 2020 | 96.76% |
| April 30, 2020 | 96.76% |
| March 31, 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
94.19%
Minimum
Dec 2021
96.76%
Maximum
May 2019
95.52%
Average
96.76%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Broadwind Inc | 87.35% |
| CVD Equipment Corp | 84.75% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 92.43% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.86 |
| Beta (5Y) | 0.5479 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.10% |
| Historical Sharpe Ratio (5Y) | -0.2981 |
| Historical Sortino (5Y) | -0.7409 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.10% |