Tel Instrument Electronics Corp (TIKK)
2.835
+0.28
(+10.74%)
USD |
OTCM |
Nov 04, 16:00
Tel Instrument Electronics Max Drawdown (5Y): 76.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 76.33% |
| August 31, 2024 | 76.33% |
| July 31, 2024 | 76.33% |
| June 30, 2024 | 76.33% |
| May 31, 2024 | 76.33% |
| April 30, 2024 | 76.33% |
| March 31, 2024 | 76.33% |
| February 29, 2024 | 76.33% |
| January 31, 2024 | 76.33% |
| December 31, 2023 | 76.33% |
| November 30, 2023 | 76.33% |
| October 31, 2023 | 76.33% |
| September 30, 2023 | 76.33% |
| August 31, 2023 | 76.33% |
| July 31, 2023 | 76.33% |
| June 30, 2023 | 76.33% |
| May 31, 2023 | 76.33% |
| April 30, 2023 | 76.33% |
| March 31, 2023 | 76.33% |
| February 28, 2023 | 76.33% |
| January 31, 2023 | 76.33% |
| December 31, 2022 | 76.33% |
| November 30, 2022 | 76.33% |
| October 31, 2022 | 76.33% |
| September 30, 2022 | 76.33% |
| Date | Value |
|---|---|
| August 31, 2022 | 74.12% |
| July 31, 2022 | 67.94% |
| June 30, 2022 | 67.94% |
| May 31, 2022 | 67.94% |
| April 30, 2022 | 67.94% |
| March 31, 2022 | 67.94% |
| February 28, 2022 | 67.94% |
| January 31, 2022 | 67.94% |
| December 31, 2021 | 67.94% |
| November 30, 2021 | 67.94% |
| October 31, 2021 | 67.94% |
| September 30, 2021 | 67.94% |
| August 31, 2021 | 67.94% |
| July 31, 2021 | 67.94% |
| June 30, 2021 | 67.94% |
| May 31, 2021 | 67.94% |
| April 30, 2021 | 67.94% |
| March 31, 2021 | 67.94% |
| February 28, 2021 | 67.94% |
| January 31, 2021 | 67.94% |
| December 31, 2020 | 67.94% |
| November 30, 2020 | 67.94% |
| October 31, 2020 | 67.94% |
| September 30, 2020 | 67.94% |
| August 31, 2020 | 67.94% |
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
67.94%
Minimum
Nov 2019
76.33%
Maximum
Sep 2022
71.60%
Average
67.94%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Coda Octopus Group Inc | 76.78% |
| Watts Water Technologies Inc | 44.08% |
| ClearSign Technologies Corp | 94.58% |
| Ingersoll Rand Inc | 50.27% |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.648 |
| Beta (5Y) | 0.4493 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.41% |
| Historical Sharpe Ratio (5Y) | -0.0808 |
| Historical Sortino (5Y) | -0.122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.99% |