VOXX International Corp (VOXX)
7.77
-0.11
(-1.40%)
USD |
NASDAQ |
Nov 05, 09:35
VOXX International Max Drawdown (5Y): 91.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.46% |
| September 30, 2024 | 91.46% |
| August 31, 2024 | 91.46% |
| July 31, 2024 | 91.00% |
| June 30, 2024 | 88.37% |
| May 31, 2024 | 86.64% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
91.46%
Maximum
Aug 2024
83.19%
Average
80.13%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Syntec Optics Holdings Inc | -- |
| International Digital Holding Inc | 97.03% |
| Mobile Lads Corp | 98.91% |
| Meta Materials Inc | 100.00% |
| Applied Digital Corp | 97.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.316 |
| Beta (5Y) | 1.222 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.25% |
| Historical Sharpe Ratio (5Y) | 0.0775 |
| Historical Sortino (5Y) | 0.2069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.70% |