Sono-Tek Corp (SOTK)
3.94
-0.11
(-2.72%)
USD |
NASDAQ |
Apr 25, 16:00
3.92
-0.02
(-0.51%)
After-Hours: 20:00
Sono-Tek Max Drawdown (5Y): 60.44% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Cognex Corp | 67.48% |
| Mesa Laboratories Inc | 74.40% |
| Focus Universal Inc | 98.61% |
| Keysight Technologies Inc | 42.62% |
| Qorvo Inc | 67.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.644 |
| Beta (5Y) | -0.1007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.09% |
| Historical Sharpe Ratio (5Y) | 0.076 |
| Historical Sortino (5Y) | 0.1605 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.61% |