Servotronics Inc (SVT)
11.45
-0.18
(-1.56%)
USD |
NYAM |
Nov 21, 16:00
11.94
+0.49
(+4.29%)
Pre-Market: 20:00
Servotronics Max Drawdown (5Y): 55.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.06% |
| September 30, 2024 | 55.06% |
| August 31, 2024 | 55.06% |
| July 31, 2024 | 55.06% |
| June 30, 2024 | 55.06% |
| May 31, 2024 | 55.06% |
| April 30, 2024 | 55.06% |
| March 31, 2024 | 55.06% |
| February 29, 2024 | 55.06% |
| January 31, 2024 | 55.06% |
| December 31, 2023 | 55.06% |
| November 30, 2023 | 55.06% |
| October 31, 2023 | 55.06% |
| September 30, 2023 | 55.06% |
| August 31, 2023 | 55.06% |
| July 31, 2023 | 55.06% |
| June 30, 2023 | 55.06% |
| May 31, 2023 | 55.06% |
| April 30, 2023 | 55.06% |
| March 31, 2023 | 55.06% |
| February 28, 2023 | 55.06% |
| January 31, 2023 | 55.06% |
| December 31, 2022 | 55.06% |
| November 30, 2022 | 55.06% |
| October 31, 2022 | 55.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.06% |
| August 31, 2022 | 55.06% |
| July 31, 2022 | 55.06% |
| June 30, 2022 | 55.06% |
| May 31, 2022 | 55.06% |
| April 30, 2022 | 55.06% |
| March 31, 2022 | 55.06% |
| February 28, 2022 | 55.06% |
| January 31, 2022 | 55.06% |
| December 31, 2021 | 55.06% |
| November 30, 2021 | 55.06% |
| October 31, 2021 | 55.06% |
| September 30, 2021 | 55.06% |
| August 31, 2021 | 55.06% |
| July 31, 2021 | 55.06% |
| June 30, 2021 | 55.06% |
| May 31, 2021 | 55.06% |
| April 30, 2021 | 55.06% |
| March 31, 2021 | 55.06% |
| February 28, 2021 | 55.06% |
| January 31, 2021 | 55.06% |
| December 31, 2020 | 55.06% |
| November 30, 2020 | 55.06% |
| October 31, 2020 | 55.06% |
| September 30, 2020 | 55.06% |
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
40.55%
Minimum
Jan 2020
55.06%
Maximum
Mar 2020
54.13%
Average
55.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Astronics Corp | 87.66% |
| CPI Aerostructures Inc | 92.55% |
| Innovative Solutions and Support Inc | 62.41% |
| Air Industries Group | 93.89% |
| Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.441 |
| Beta (5Y) | 0.5425 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.45% |
| Historical Sharpe Ratio (5Y) | 0.0428 |
| Historical Sortino (5Y) | 0.0616 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |