SIFCO Industries Inc (SIF)

4.00 +0.34 (+9.29%) USD  |  NYAM  |  Dec 20, 16:00
3.95 -0.05 (-1.25%) After-Hours: 20:00
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SIFCO Industries Max Drawdown (5Y): 91.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Broadwind Inc 87.35%
CVD Equipment Corp 85.60%
Intevac Inc 75.42%
Ocean Power Technologies Inc 99.88%
Nuburu Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.17
Beta (5Y) 1.225
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 99.34%
Historical Sharpe Ratio (5Y) 0.0522
Historical Sortino (5Y) 0.132
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.87%