Sypris Solutions Inc (SYPR)
1.40
+0.02
(+1.08%)
USD |
NASDAQ |
Nov 21, 16:00
1.405
0.00 (0.00%)
Pre-Market: 20:00
Sypris Solutions Max Drawdown (5Y): 74.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.51% |
| September 30, 2024 | 74.51% |
| August 31, 2024 | 74.51% |
| July 31, 2024 | 74.51% |
| June 30, 2024 | 74.51% |
| May 31, 2024 | 76.78% |
| April 30, 2024 | 80.09% |
| March 31, 2024 | 83.48% |
| February 29, 2024 | 83.82% |
| January 31, 2024 | 83.82% |
| December 31, 2023 | 83.82% |
| November 30, 2023 | 83.82% |
| October 31, 2023 | 84.48% |
| September 30, 2023 | 88.25% |
| August 31, 2023 | 88.25% |
| July 31, 2023 | 88.25% |
| June 30, 2023 | 88.25% |
| May 31, 2023 | 88.25% |
| April 30, 2023 | 88.25% |
| March 31, 2023 | 88.25% |
| February 28, 2023 | 88.25% |
| January 31, 2023 | 88.25% |
| December 31, 2022 | 88.25% |
| November 30, 2022 | 88.25% |
| October 31, 2022 | 88.25% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.25% |
| August 31, 2022 | 88.25% |
| July 31, 2022 | 88.25% |
| June 30, 2022 | 88.25% |
| May 31, 2022 | 88.25% |
| April 30, 2022 | 88.25% |
| March 31, 2022 | 88.25% |
| February 28, 2022 | 88.25% |
| January 31, 2022 | 88.25% |
| December 31, 2021 | 88.25% |
| November 30, 2021 | 88.25% |
| October 31, 2021 | 88.25% |
| September 30, 2021 | 88.25% |
| August 31, 2021 | 88.25% |
| July 31, 2021 | 88.25% |
| June 30, 2021 | 88.25% |
| May 31, 2021 | 88.26% |
| April 30, 2021 | 88.96% |
| March 31, 2021 | 88.96% |
| February 28, 2021 | 88.96% |
| January 31, 2021 | 88.96% |
| December 31, 2020 | 88.96% |
| November 30, 2020 | 89.66% |
| October 31, 2020 | 89.66% |
| September 30, 2020 | 89.66% |
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
74.51%
Minimum
Jun 2024
89.66%
Maximum
Nov 2019
86.70%
Average
88.25%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Motorcar Parts of America Inc | 83.50% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.207 |
| Beta (5Y) | 1.011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.72% |
| Historical Sharpe Ratio (5Y) | 0.0676 |
| Historical Sortino (5Y) | 0.1707 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.01% |