Sigmatron International Inc (SGMA)
2.75
+0.10
(+3.77%)
USD |
NASDAQ |
Nov 21, 16:00
2.695
-0.06
(-2.00%)
After-Hours: 20:00
Sigmatron International Max Drawdown (5Y): 86.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.01% |
| September 30, 2024 | 86.01% |
| August 31, 2024 | 86.01% |
| July 31, 2024 | 86.01% |
| June 30, 2024 | 86.01% |
| May 31, 2024 | 86.01% |
| April 30, 2024 | 86.01% |
| March 31, 2024 | 86.01% |
| February 29, 2024 | 86.01% |
| January 31, 2024 | 86.01% |
| December 31, 2023 | 86.01% |
| November 30, 2023 | 86.01% |
| October 31, 2023 | 86.01% |
| September 30, 2023 | 86.01% |
| August 31, 2023 | 86.01% |
| July 31, 2023 | 86.01% |
| June 30, 2023 | 86.01% |
| May 31, 2023 | 86.01% |
| April 30, 2023 | 86.01% |
| March 31, 2023 | 85.07% |
| February 28, 2023 | 82.22% |
| January 31, 2023 | 82.22% |
| December 31, 2022 | 82.22% |
| November 30, 2022 | 82.22% |
| October 31, 2022 | 82.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.22% |
| August 31, 2022 | 82.22% |
| July 31, 2022 | 82.22% |
| June 30, 2022 | 82.22% |
| May 31, 2022 | 82.22% |
| April 30, 2022 | 82.22% |
| March 31, 2022 | 82.22% |
| February 28, 2022 | 82.22% |
| January 31, 2022 | 82.22% |
| December 31, 2021 | 82.22% |
| November 30, 2021 | 82.22% |
| October 31, 2021 | 82.22% |
| September 30, 2021 | 82.22% |
| August 31, 2021 | 82.22% |
| July 31, 2021 | 82.22% |
| June 30, 2021 | 82.22% |
| May 31, 2021 | 82.22% |
| April 30, 2021 | 82.22% |
| March 31, 2021 | 82.22% |
| February 28, 2021 | 82.22% |
| January 31, 2021 | 82.22% |
| December 31, 2020 | 82.22% |
| November 30, 2020 | 82.22% |
| October 31, 2020 | 82.22% |
| September 30, 2020 | 82.22% |
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
82.22%
Minimum
Nov 2019
86.01%
Maximum
Apr 2023
83.47%
Average
82.22%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Benchmark Electronics Inc | 60.34% |
| Jabil Inc | 57.34% |
| Plexus Corp | 53.68% |
| Sanmina Corp | 55.85% |
| TTM Technologies Inc | 54.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.06 |
| Beta (5Y) | 0.8719 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.96% |
| Historical Sharpe Ratio (5Y) | -0.1351 |
| Historical Sortino (5Y) | -0.2262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.19% |