Standex International Corp (SXI)

189.99 -2.00 (-1.04%) USD  |  NYSE  |  Dec 20, 16:00
190.44 +0.45 (+0.24%) After-Hours: 20:00
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Standex International Max Drawdown (5Y): 65.63% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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L3Harris Technologies Inc 38.16%
Tennant Co 43.14%
Megatech Corp 89.47%
Gorman-Rupp Co 49.27%
Optex Systems Holdings Inc 94.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.750
Beta (5Y) 1.048
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.00%
Historical Sharpe Ratio (5Y) 0.5929
Historical Sortino (5Y) 0.8683
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.08%