Solitron Devices Inc (SODI)
18.00
+0.22
(+1.24%)
USD |
OTCM |
May 22, 16:00
Solitron Devices Max Drawdown (5Y): 67.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.28% |
March 31, 2024 | 69.33% |
February 29, 2024 | 73.42% |
January 31, 2024 | 73.42% |
December 31, 2023 | 73.42% |
November 30, 2023 | 73.42% |
October 31, 2023 | 73.42% |
September 30, 2023 | 73.42% |
August 31, 2023 | 73.42% |
July 31, 2023 | 73.42% |
June 30, 2023 | 73.42% |
May 31, 2023 | 73.42% |
April 30, 2023 | 73.42% |
March 31, 2023 | 73.42% |
February 28, 2023 | 73.42% |
January 31, 2023 | 73.42% |
December 31, 2022 | 73.42% |
November 30, 2022 | 73.42% |
October 31, 2022 | 73.42% |
September 30, 2022 | 73.42% |
August 31, 2022 | 73.42% |
July 31, 2022 | 73.42% |
June 30, 2022 | 73.42% |
May 31, 2022 | 73.42% |
April 30, 2022 | 73.42% |
Date | Value |
---|---|
March 31, 2022 | 73.42% |
February 28, 2022 | 73.42% |
January 31, 2022 | 73.42% |
December 31, 2021 | 73.42% |
November 30, 2021 | 73.42% |
October 31, 2021 | 73.42% |
September 30, 2021 | 73.42% |
August 31, 2021 | 73.42% |
July 31, 2021 | 73.42% |
June 30, 2021 | 73.42% |
May 31, 2021 | 73.42% |
April 30, 2021 | 73.42% |
March 31, 2021 | 73.42% |
February 28, 2021 | 73.42% |
January 31, 2021 | 73.42% |
December 31, 2020 | 73.42% |
November 30, 2020 | 73.42% |
October 31, 2020 | 73.42% |
September 30, 2020 | 73.42% |
August 31, 2020 | 73.42% |
July 31, 2020 | 73.42% |
June 30, 2020 | 73.42% |
May 31, 2020 | 73.42% |
April 30, 2020 | 73.42% |
March 31, 2020 | 73.42% |
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
67.28%
Minimum
Apr 2024
73.42%
Maximum
May 2019
73.24%
Average
73.42%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Amkor Technology Inc | 61.26% |
AXT Inc | 87.44% |
Entegris Inc | 59.32% |
inTest Corp | 77.88% |
IPG Photonics Corp | 68.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 59.68 |
Beta (5Y) | 0.5735 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.38% |
Historical Sharpe Ratio (5Y) | 1.456 |
Historical Sortino (5Y) | 3.136 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.08% |