Strattec Security Corp (STRT)
37.57
+1.05
(+2.88%)
USD |
NASDAQ |
Nov 04, 16:00
39.00
+1.43
(+3.81%)
After-Hours: 20:00
Strattec Security Max Drawdown (5Y): 83.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.68% |
| September 30, 2024 | 83.68% |
| August 31, 2024 | 83.68% |
| July 31, 2024 | 83.68% |
| June 30, 2024 | 83.68% |
| May 31, 2024 | 83.68% |
| April 30, 2024 | 83.68% |
| March 31, 2024 | 83.68% |
| February 29, 2024 | 83.68% |
| January 31, 2024 | 83.68% |
| December 31, 2023 | 83.68% |
| November 30, 2023 | 83.68% |
| October 31, 2023 | 83.68% |
| September 30, 2023 | 83.68% |
| August 31, 2023 | 83.68% |
| July 31, 2023 | 83.68% |
| June 30, 2023 | 83.68% |
| May 31, 2023 | 83.68% |
| April 30, 2023 | 83.68% |
| March 31, 2023 | 83.68% |
| February 28, 2023 | 83.68% |
| January 31, 2023 | 83.68% |
| December 31, 2022 | 83.68% |
| November 30, 2022 | 83.68% |
| October 31, 2022 | 83.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.68% |
| August 31, 2022 | 83.68% |
| July 31, 2022 | 83.68% |
| June 30, 2022 | 83.68% |
| May 31, 2022 | 83.68% |
| April 30, 2022 | 83.68% |
| March 31, 2022 | 83.68% |
| February 28, 2022 | 83.68% |
| January 31, 2022 | 83.68% |
| December 31, 2021 | 83.68% |
| November 30, 2021 | 83.68% |
| October 31, 2021 | 83.68% |
| September 30, 2021 | 83.68% |
| August 31, 2021 | 83.68% |
| July 31, 2021 | 83.68% |
| June 30, 2021 | 83.68% |
| May 31, 2021 | 83.68% |
| April 30, 2021 | 83.68% |
| March 31, 2021 | 83.68% |
| February 28, 2021 | 83.68% |
| January 31, 2021 | 83.68% |
| December 31, 2020 | 83.68% |
| November 30, 2020 | 83.68% |
| October 31, 2020 | 83.68% |
| September 30, 2020 | 83.68% |
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
81.49%
Minimum
Nov 2019
83.68%
Maximum
Mar 2020
83.53%
Average
83.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Dana Inc | 86.96% |
| Dorman Products Inc | 50.78% |
| Gentex Corp | 35.99% |
| Monro Inc | 71.50% |
| Motorcar Parts of America Inc | 83.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.133 |
| Beta (5Y) | 1.144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.16% |
| Historical Sharpe Ratio (5Y) | 0.1458 |
| Historical Sortino (5Y) | 0.3093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.40% |