Strattec Security Corp (STRT)
43.35
-0.45
(-1.03%)
USD |
NASDAQ |
Mar 14, 16:00
43.55
+0.20
(+0.46%)
After-Hours: 20:00
Strattec Security Max Drawdown (5Y): 84.51% for Feb. 28, 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
| Lear Corp | 64.51% |
| Dorman Products Inc | 50.78% |
| Commercial Vehicle Group Inc | 90.48% |
| Gentex Corp | 35.99% |
| Hyliion Holdings Corp | 99.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6030 |
| Beta (5Y) | 1.117 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.96% |
| Historical Sharpe Ratio (5Y) | 0.291 |
| Historical Sortino (5Y) | 0.765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.54% |