Strattec Security Corp (STRT)
42.13
+0.14
(+0.33%)
USD |
NASDAQ |
Nov 25, 11:00
Strattec Security Max Drawdown (5Y): 84.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 84.51% |
September 30, 2024 | 84.51% |
August 31, 2024 | 84.51% |
July 31, 2024 | 84.51% |
June 30, 2024 | 84.51% |
May 31, 2024 | 84.51% |
April 30, 2024 | 84.51% |
March 31, 2024 | 84.51% |
February 29, 2024 | 84.51% |
January 31, 2024 | 84.51% |
December 31, 2023 | 84.51% |
November 30, 2023 | 84.51% |
October 31, 2023 | 84.51% |
September 30, 2023 | 84.51% |
August 31, 2023 | 84.51% |
July 31, 2023 | 84.51% |
June 30, 2023 | 84.51% |
May 31, 2023 | 84.51% |
April 30, 2023 | 84.51% |
March 31, 2023 | 84.51% |
February 28, 2023 | 84.51% |
January 31, 2023 | 84.51% |
December 31, 2022 | 84.51% |
November 30, 2022 | 84.51% |
October 31, 2022 | 84.51% |
Date | Value |
---|---|
September 30, 2022 | 84.51% |
August 31, 2022 | 84.51% |
July 31, 2022 | 84.51% |
June 30, 2022 | 84.51% |
May 31, 2022 | 84.51% |
April 30, 2022 | 84.51% |
March 31, 2022 | 84.51% |
February 28, 2022 | 84.51% |
January 31, 2022 | 84.51% |
December 31, 2021 | 84.51% |
November 30, 2021 | 84.51% |
October 31, 2021 | 84.51% |
September 30, 2021 | 84.51% |
August 31, 2021 | 84.51% |
July 31, 2021 | 84.51% |
June 30, 2021 | 84.51% |
May 31, 2021 | 84.51% |
April 30, 2021 | 84.51% |
March 31, 2021 | 84.51% |
February 28, 2021 | 84.51% |
January 31, 2021 | 84.51% |
December 31, 2020 | 84.51% |
November 30, 2020 | 84.51% |
October 31, 2020 | 84.51% |
September 30, 2020 | 84.51% |
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
84.51%
Maximum
Mar 2020
84.31%
Average
84.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Dana Inc | 86.96% |
Dorman Products Inc | 50.78% |
Gentex Corp | 35.99% |
Monro Inc | 72.95% |
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% |