Sigmatron International Inc (SGMA)
2.94
+0.24
(+8.89%)
USD |
NASDAQ |
Nov 04, 16:00
2.86
-0.08
(-2.72%)
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 | 82.18% |
January 31, 2023 | 82.18% |
December 31, 2022 | 82.18% |
November 30, 2022 | 82.18% |
October 31, 2022 | 82.18% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
86.01%
Maximum
Apr 2023
83.44%
Average
82.18%
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% |