Senstar Technologies Corp (SNT)
1.43
0.00 (0.00%)
USD |
NASDAQ |
May 03, 14:07
Senstar Technologies Max Drawdown (5Y): 73.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.53% |
| March 31, 2024 | 73.53% |
| February 29, 2024 | 73.53% |
| January 31, 2024 | 73.53% |
| December 31, 2023 | 73.53% |
| November 30, 2023 | 73.53% |
| October 31, 2023 | 73.53% |
| September 30, 2023 | 73.53% |
| August 31, 2023 | 71.62% |
| July 31, 2023 | 71.62% |
| June 30, 2023 | 71.62% |
| May 31, 2023 | 71.02% |
| April 30, 2023 | 71.02% |
| March 31, 2023 | 71.02% |
| February 28, 2023 | 71.02% |
| January 31, 2023 | 71.02% |
| December 31, 2022 | 71.02% |
| November 30, 2022 | 68.28% |
| October 31, 2022 | 68.28% |
| September 30, 2022 | 68.28% |
| August 31, 2022 | 68.28% |
| July 31, 2022 | 68.28% |
| June 30, 2022 | 68.28% |
| May 31, 2022 | 68.28% |
| April 30, 2022 | 68.28% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.28% |
| February 28, 2022 | 68.28% |
| January 31, 2022 | 68.28% |
| December 31, 2021 | 68.28% |
| November 30, 2021 | 68.28% |
| October 31, 2021 | 68.28% |
| September 30, 2021 | 68.28% |
| August 31, 2021 | 68.28% |
| July 31, 2021 | 68.28% |
| June 30, 2021 | 68.28% |
| May 31, 2021 | 68.28% |
| April 30, 2021 | 68.28% |
| March 31, 2021 | 68.28% |
| February 28, 2021 | 68.28% |
| January 31, 2021 | 68.28% |
| December 31, 2020 | 68.28% |
| November 30, 2020 | 68.28% |
| October 31, 2020 | 68.28% |
| September 30, 2020 | 68.28% |
| August 31, 2020 | 68.28% |
| July 31, 2020 | 68.28% |
| June 30, 2020 | 68.28% |
| May 31, 2020 | 68.28% |
| April 30, 2020 | 67.19% |
| March 31, 2020 | 67.19% |
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
48.66%
Minimum
May 2019
73.53%
Maximum
Sep 2023
66.45%
Average
68.28%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Bridger Aerospace Group Holdings Inc | -- |
| CoreCivic Inc | 77.93% |
| Alpha Pro Tech Ltd | 85.39% |
| Kratos Defense & Security Solutions Inc | 72.74% |
| Network-1 Technologies Inc | 58.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.80 |
| Beta (5Y) | 0.5846 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.65% |
| Historical Sharpe Ratio (5Y) | -0.4061 |
| Historical Sortino (5Y) | -0.7265 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |