Sono-Tek Corp (SOTK)
4.392
+0.12
(+2.85%)
USD |
NASDAQ |
Nov 04, 16:00
Sono-Tek Max Drawdown (5Y): 59.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.22% |
| September 30, 2024 | 59.22% |
| August 31, 2024 | 59.22% |
| July 31, 2024 | 57.78% |
| June 30, 2024 | 57.00% |
| May 31, 2024 | 54.89% |
| April 30, 2024 | 54.89% |
| March 31, 2024 | 53.33% |
| February 29, 2024 | 53.33% |
| January 31, 2024 | 53.33% |
| December 31, 2023 | 53.33% |
| November 30, 2023 | 53.33% |
| October 31, 2023 | 53.33% |
| September 30, 2023 | 53.33% |
| August 31, 2023 | 53.33% |
| July 31, 2023 | 53.33% |
| June 30, 2023 | 53.33% |
| May 31, 2023 | 53.33% |
| April 30, 2023 | 53.33% |
| March 31, 2023 | 53.33% |
| February 28, 2023 | 53.33% |
| January 31, 2023 | 53.33% |
| December 31, 2022 | 53.33% |
| November 30, 2022 | 53.33% |
| October 31, 2022 | 53.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.33% |
| August 31, 2022 | 53.33% |
| July 31, 2022 | 53.33% |
| June 30, 2022 | 53.33% |
| May 31, 2022 | 53.33% |
| April 30, 2022 | 53.33% |
| March 31, 2022 | 53.33% |
| February 28, 2022 | 44.33% |
| January 31, 2022 | 40.00% |
| December 31, 2021 | 40.00% |
| November 30, 2021 | 40.00% |
| October 31, 2021 | 40.00% |
| September 30, 2021 | 40.00% |
| August 31, 2021 | 40.00% |
| July 31, 2021 | 40.00% |
| June 30, 2021 | 40.00% |
| May 31, 2021 | 40.00% |
| April 30, 2021 | 40.00% |
| March 31, 2021 | 40.00% |
| February 28, 2021 | 40.00% |
| January 31, 2021 | 40.00% |
| December 31, 2020 | 40.00% |
| November 30, 2020 | 40.00% |
| October 31, 2020 | 40.00% |
| September 30, 2020 | 40.00% |
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
39.35%
Minimum
Nov 2019
59.22%
Maximum
Aug 2024
47.62%
Average
53.33%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Cognex Corp | 62.68% |
| Mesa Laboratories Inc | 74.40% |
| Focus Universal Inc | 98.61% |
| Keysight Technologies Inc | 42.62% |
| Qorvo Inc | 64.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.93 |
| Beta (5Y) | -0.2782 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.15% |
| Historical Sharpe Ratio (5Y) | 0.1724 |
| Historical Sortino (5Y) | 0.3659 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.78% |