Vuzix Corp (VUZI)
1.34
0.00 (0.00%)
USD |
NASDAQ |
Apr 26, 10:58
Vuzix Max Drawdown (5Y): 96.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.04% |
| February 29, 2024 | 95.00% |
| January 31, 2024 | 94.73% |
| December 31, 2023 | 93.69% |
| November 30, 2023 | 93.69% |
| October 31, 2023 | 91.48% |
| September 30, 2023 | 91.48% |
| August 31, 2023 | 91.48% |
| July 31, 2023 | 91.48% |
| June 30, 2023 | 91.48% |
| May 31, 2023 | 91.48% |
| April 30, 2023 | 91.48% |
| March 31, 2023 | 91.48% |
| February 28, 2023 | 91.48% |
| January 31, 2023 | 91.48% |
| December 31, 2022 | 91.48% |
| November 30, 2022 | 91.48% |
| October 31, 2022 | 91.48% |
| September 30, 2022 | 91.48% |
| August 31, 2022 | 91.48% |
| July 31, 2022 | 91.48% |
| June 30, 2022 | 91.48% |
| May 31, 2022 | 91.48% |
| April 30, 2022 | 91.48% |
| March 31, 2022 | 91.48% |
| Date | Value |
|---|---|
| February 28, 2022 | 91.48% |
| January 31, 2022 | 91.48% |
| December 31, 2021 | 91.48% |
| November 30, 2021 | 91.48% |
| October 31, 2021 | 91.48% |
| September 30, 2021 | 91.48% |
| August 31, 2021 | 91.48% |
| July 31, 2021 | 91.48% |
| June 30, 2021 | 91.48% |
| May 31, 2021 | 91.48% |
| April 30, 2021 | 91.48% |
| March 31, 2021 | 91.48% |
| February 28, 2021 | 91.48% |
| January 31, 2021 | 91.48% |
| December 31, 2020 | 91.48% |
| November 30, 2020 | 91.48% |
| October 31, 2020 | 91.48% |
| September 30, 2020 | 91.48% |
| August 31, 2020 | 91.48% |
| July 31, 2020 | 91.48% |
| June 30, 2020 | 91.48% |
| May 31, 2020 | 91.48% |
| April 30, 2020 | 91.48% |
| March 31, 2020 | 91.48% |
| February 29, 2020 | 85.28% |
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
83.33%
Minimum
Oct 2019
96.04%
Maximum
Mar 2024
90.70%
Average
91.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ouster Inc | -- |
| Allient Inc | 63.11% |
| Data I/O Corp | 84.25% |
| LGL Group Inc | 73.75% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.25 |
| Beta (5Y) | 1.863 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 105.5% |
| Historical Sharpe Ratio (5Y) | -0.1795 |
| Historical Sortino (5Y) | -0.5243 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.23% |