Servotronics Inc (SVT)
13.00
0.00 (0.00%)
USD |
NYAM |
May 03, 16:00
Servotronics Max Drawdown (5Y): 55.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 55.06% |
July 31, 2020 | 55.06% |
June 30, 2020 | 55.06% |
May 31, 2020 | 55.06% |
April 30, 2020 | 55.06% |
March 31, 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
52.94%
Average
55.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Astronics Corp | 87.10% |
CPI Aerostructures Inc | 92.55% |
Innovative Solutions and Support Inc | 62.41% |
Air Industries Group | 93.83% |
Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.615 |
Beta (5Y) | 0.6324 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.88% |
Historical Sharpe Ratio (5Y) | -0.0437 |
Historical Sortino (5Y) | -0.0603 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.02% |