Standex International Corp (SXI)
201.80
+2.53
(+1.27%)
USD |
NYSE |
Nov 21, 16:00
203.79
+1.99
(+0.99%)
Pre-Market: 09:20
Standex International Max Drawdown (5Y): 65.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.63% |
| September 30, 2024 | 65.63% |
| August 31, 2024 | 65.63% |
| July 31, 2024 | 65.63% |
| June 30, 2024 | 65.63% |
| May 31, 2024 | 65.63% |
| April 30, 2024 | 65.63% |
| March 31, 2024 | 65.63% |
| February 29, 2024 | 65.63% |
| January 31, 2024 | 65.63% |
| December 31, 2023 | 65.63% |
| November 30, 2023 | 65.63% |
| October 31, 2023 | 65.63% |
| September 30, 2023 | 65.63% |
| August 31, 2023 | 65.63% |
| July 31, 2023 | 65.63% |
| June 30, 2023 | 65.63% |
| May 31, 2023 | 65.63% |
| April 30, 2023 | 65.63% |
| March 31, 2023 | 65.63% |
| February 28, 2023 | 65.63% |
| January 31, 2023 | 65.63% |
| December 31, 2022 | 65.63% |
| November 30, 2022 | 65.63% |
| October 31, 2022 | 65.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.63% |
| August 31, 2022 | 65.63% |
| July 31, 2022 | 65.63% |
| June 30, 2022 | 65.63% |
| May 31, 2022 | 65.63% |
| April 30, 2022 | 65.63% |
| March 31, 2022 | 65.63% |
| February 28, 2022 | 65.63% |
| January 31, 2022 | 65.63% |
| December 31, 2021 | 65.63% |
| November 30, 2021 | 65.63% |
| October 31, 2021 | 65.63% |
| September 30, 2021 | 65.63% |
| August 31, 2021 | 65.63% |
| July 31, 2021 | 65.63% |
| June 30, 2021 | 65.63% |
| May 31, 2021 | 65.63% |
| April 30, 2021 | 65.63% |
| March 31, 2021 | 65.63% |
| February 28, 2021 | 65.63% |
| January 31, 2021 | 65.63% |
| December 31, 2020 | 65.63% |
| November 30, 2020 | 65.63% |
| October 31, 2020 | 65.63% |
| September 30, 2020 | 65.63% |
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
46.65%
Minimum
Nov 2019
65.63%
Maximum
Mar 2020
64.36%
Average
65.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| L3Harris Technologies Inc | 38.16% |
| Tennant Co | 43.14% |
| Megatech Corp | 89.47% |
| Gorman-Rupp Co | 49.27% |
| Optex Systems Holdings Inc | 94.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.026 |
| Beta (5Y) | 1.027 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.62% |
| Historical Sharpe Ratio (5Y) | 0.5281 |
| Historical Sortino (5Y) | 0.7745 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.08% |