Taitron Components Inc (TAIT)

2.59 0.00 (0.00%) USD  |  NASDAQ  |  Dec 20, 16:00
2.59 0.00 (0.00%) After-Hours: 20:00
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Taitron Components Max Drawdown (5Y): 71.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Arrow Electronics Inc 52.77%
Avnet Inc 58.40%
Parkervision Inc 99.07%
Richardson Electronics Ltd 68.48%
EACO Corp 46.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.810
Beta (5Y) 0.4662
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.08%
Historical Sharpe Ratio (5Y) 0.0947
Historical Sortino (5Y) 0.1995
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.19%