EchoStar Corp (SATS)
23.57
+0.14
(+0.60%)
USD |
NASDAQ |
Nov 21, 16:00
23.58
+0.01
(+0.04%)
After-Hours: 20:00
EchoStar Max Drawdown (5Y): 78.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.33% |
| September 30, 2024 | 78.33% |
| August 31, 2024 | 78.33% |
| July 31, 2024 | 78.33% |
| June 30, 2024 | 78.33% |
| May 31, 2024 | 78.33% |
| April 30, 2024 | 78.33% |
| March 31, 2024 | 78.33% |
| February 29, 2024 | 78.33% |
| January 31, 2024 | 78.33% |
| December 31, 2023 | 78.33% |
| November 30, 2023 | 78.33% |
| October 31, 2023 | 70.29% |
| September 30, 2023 | 69.17% |
| August 31, 2023 | 69.17% |
| July 31, 2023 | 69.17% |
| June 30, 2023 | 69.17% |
| May 31, 2023 | 69.17% |
| April 30, 2023 | 69.17% |
| March 31, 2023 | 69.17% |
| February 28, 2023 | 69.17% |
| January 31, 2023 | 69.17% |
| December 31, 2022 | 69.17% |
| November 30, 2022 | 69.17% |
| October 31, 2022 | 69.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.17% |
| August 31, 2022 | 63.33% |
| July 31, 2022 | 63.15% |
| June 30, 2022 | 62.31% |
| May 31, 2022 | 60.47% |
| April 30, 2022 | 60.47% |
| March 31, 2022 | 60.47% |
| February 28, 2022 | 60.47% |
| January 31, 2022 | 60.47% |
| December 31, 2021 | 60.47% |
| November 30, 2021 | 60.47% |
| October 31, 2021 | 60.47% |
| September 30, 2021 | 60.47% |
| August 31, 2021 | 60.47% |
| July 31, 2021 | 60.47% |
| June 30, 2021 | 60.47% |
| May 31, 2021 | 60.47% |
| April 30, 2021 | 60.47% |
| March 31, 2021 | 60.47% |
| February 28, 2021 | 60.47% |
| January 31, 2021 | 60.47% |
| December 31, 2020 | 60.47% |
| November 30, 2020 | 54.38% |
| October 31, 2020 | 54.38% |
| September 30, 2020 | 51.27% |
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
45.69%
Minimum
Nov 2019
78.33%
Maximum
Nov 2023
63.67%
Average
60.47%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Apple Inc | 31.43% |
| Harmonic Inc | 50.30% |
| Airgain Inc | 94.02% |
| Comtech Telecommunications Corp | 95.48% |
| BK Technologies Corp | 80.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.92 |
| Beta (5Y) | 0.7045 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.19% |
| Historical Sharpe Ratio (5Y) | -0.2396 |
| Historical Sortino (5Y) | -0.4586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.56% |