Sigmatron International Inc (SGMA)
4.15
-0.03
(-0.72%)
USD |
NASDAQ |
Apr 26, 16:00
4.16
+0.01
(+0.24%)
After-Hours: 20:00
Sigmatron International Max Drawdown (5Y): 86.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 82.18% |
| January 31, 2023 | 82.18% |
| December 31, 2022 | 82.18% |
| November 30, 2022 | 82.18% |
| October 31, 2022 | 82.18% |
| September 30, 2022 | 82.18% |
| August 31, 2022 | 82.18% |
| July 31, 2022 | 82.18% |
| June 30, 2022 | 82.18% |
| May 31, 2022 | 82.18% |
| April 30, 2022 | 82.18% |
| March 31, 2022 | 82.18% |
| Date | Value |
|---|---|
| February 28, 2022 | 82.18% |
| January 31, 2022 | 82.18% |
| December 31, 2021 | 82.18% |
| November 30, 2021 | 82.18% |
| October 31, 2021 | 82.18% |
| September 30, 2021 | 82.18% |
| August 31, 2021 | 82.18% |
| July 31, 2021 | 82.18% |
| June 30, 2021 | 82.18% |
| May 31, 2021 | 82.18% |
| April 30, 2021 | 82.18% |
| March 31, 2021 | 82.18% |
| February 28, 2021 | 82.18% |
| January 31, 2021 | 82.18% |
| December 31, 2020 | 82.18% |
| November 30, 2020 | 82.18% |
| October 31, 2020 | 82.18% |
| September 30, 2020 | 82.18% |
| August 31, 2020 | 82.18% |
| July 31, 2020 | 82.18% |
| June 30, 2020 | 82.18% |
| May 31, 2020 | 82.18% |
| April 30, 2020 | 82.18% |
| March 31, 2020 | 82.18% |
| February 29, 2020 | 82.18% |
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
82.18%
Minimum
Apr 2019
86.01%
Maximum
Apr 2023
83.00%
Average
82.18%
Median
Apr 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 | 55.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.666 |
| Beta (5Y) | 0.9339 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.43% |
| Historical Sharpe Ratio (5Y) | 0.0306 |
| Historical Sortino (5Y) | 0.0586 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.31% |