Wireless Telecom Group Inc (WTT)
1.85
+0.01 (+0.54%)
USD |
NYAM |
Mar 31, 16:00
1.90
+0.05 (+2.70%)
After-Hours: 20:00
Wireless Telecom Group Max Drawdown (5Y): 72.90% for March 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2023 | 72.90% |
February 28, 2023 | 72.90% |
January 31, 2023 | 72.90% |
December 31, 2022 | 72.90% |
November 30, 2022 | 72.90% |
October 31, 2022 | 72.90% |
September 30, 2022 | 72.90% |
August 31, 2022 | 72.90% |
July 31, 2022 | 72.90% |
June 30, 2022 | 72.90% |
May 31, 2022 | 72.90% |
April 30, 2022 | 72.90% |
March 31, 2022 | 72.90% |
February 28, 2022 | 72.90% |
January 31, 2022 | 72.90% |
December 31, 2021 | 72.90% |
November 30, 2021 | 72.90% |
October 31, 2021 | 72.90% |
September 30, 2021 | 72.90% |
August 31, 2021 | 72.90% |
July 31, 2021 | 72.90% |
June 30, 2021 | 72.90% |
May 31, 2021 | 72.90% |
April 30, 2021 | 72.90% |
March 31, 2021 | 72.90% |
Date | Value |
---|---|
February 28, 2021 | 72.90% |
January 31, 2021 | 72.90% |
December 31, 2020 | 72.90% |
November 30, 2020 | 72.90% |
October 31, 2020 | 72.90% |
September 30, 2020 | 72.90% |
August 31, 2020 | 72.90% |
July 31, 2020 | 72.90% |
June 30, 2020 | 72.90% |
May 31, 2020 | 72.90% |
April 30, 2020 | 72.90% |
March 31, 2020 | 72.90% |
February 29, 2020 | 65.74% |
January 31, 2020 | 65.74% |
December 31, 2019 | 65.74% |
November 30, 2019 | 65.74% |
October 31, 2019 | 65.74% |
September 30, 2019 | 65.74% |
August 31, 2019 | 65.74% |
July 31, 2019 | 65.74% |
June 30, 2019 | 65.74% |
May 31, 2019 | 65.74% |
April 30, 2019 | 65.74% |
March 31, 2019 | 65.74% |
February 28, 2019 | 65.74% |
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
65.74%
Minimum
Apr 2018
72.90%
Maximum
Mar 2020
70.16%
Average
72.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Moving iMage Technologies Inc | -- |
Adtran Inc | 77.64% |
Cisco Systems Inc | 41.97% |
Aviat Networks Inc | 68.58% |
PowerFleet Inc | 76.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.01 |
Beta (5Y) | 0.9429 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.17% |
Historical Sharpe Ratio (5Y) | 0.1961 |
Historical Sortino (5Y) | 0.4185 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.09% |