VOXX International Corp (VOXX)
5.95
-0.03
(-0.50%)
USD |
NASDAQ |
May 02, 16:00
VOXX International Max Drawdown (5Y): 80.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.13% |
March 31, 2024 | 80.13% |
February 29, 2024 | 80.13% |
January 31, 2024 | 80.13% |
December 31, 2023 | 80.13% |
November 30, 2023 | 80.13% |
October 31, 2023 | 80.13% |
September 30, 2023 | 80.13% |
August 31, 2023 | 80.13% |
July 31, 2023 | 80.13% |
June 30, 2023 | 80.13% |
May 31, 2023 | 80.13% |
April 30, 2023 | 80.13% |
March 31, 2023 | 80.13% |
February 28, 2023 | 80.13% |
January 31, 2023 | 80.13% |
December 31, 2022 | 80.13% |
November 30, 2022 | 80.13% |
October 31, 2022 | 80.13% |
September 30, 2022 | 80.13% |
August 31, 2022 | 80.13% |
July 31, 2022 | 80.13% |
June 30, 2022 | 80.13% |
May 31, 2022 | 80.13% |
April 30, 2022 | 80.13% |
Date | Value |
---|---|
March 31, 2022 | 80.13% |
February 28, 2022 | 80.13% |
January 31, 2022 | 80.13% |
December 31, 2021 | 80.13% |
November 30, 2021 | 80.13% |
October 31, 2021 | 80.13% |
September 30, 2021 | 80.13% |
August 31, 2021 | 80.13% |
July 31, 2021 | 86.03% |
June 30, 2021 | 86.03% |
May 31, 2021 | 86.03% |
April 30, 2021 | 86.03% |
March 31, 2021 | 86.03% |
February 28, 2021 | 86.03% |
January 31, 2021 | 86.03% |
December 31, 2020 | 86.03% |
November 30, 2020 | 86.03% |
October 31, 2020 | 86.03% |
September 30, 2020 | 86.03% |
August 31, 2020 | 86.03% |
July 31, 2020 | 86.03% |
June 30, 2020 | 86.03% |
May 31, 2020 | 86.03% |
April 30, 2020 | 86.03% |
March 31, 2020 | 86.03% |
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
80.13%
Minimum
Aug 2021
86.03%
Maximum
May 2019
82.79%
Average
80.13%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Mobile Lads Corp | 98.47% |
Syntec Optics Holdings Inc | -- |
International Digital Holding Inc | 97.03% |
Meta Materials Inc | 99.91% |
Semilux International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.18 |
Beta (5Y) | 1.379 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.07% |
Historical Sharpe Ratio (5Y) | 0.0551 |
Historical Sortino (5Y) | 0.1355 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.93% |