XPEL Inc (XPEL)
40.25
+1.05
(+2.68%)
USD |
NASDAQ |
Nov 05, 14:45
XPEL Max Drawdown (5Y): 68.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.69% |
| September 30, 2024 | 68.69% |
| August 31, 2024 | 68.69% |
| July 31, 2024 | 68.37% |
| June 30, 2024 | 68.37% |
| May 31, 2024 | 68.37% |
| April 30, 2024 | 58.89% |
| March 31, 2024 | 58.89% |
| February 29, 2024 | 58.89% |
| January 31, 2024 | 58.89% |
| December 31, 2023 | 58.89% |
| November 30, 2023 | 58.89% |
| October 31, 2023 | 58.89% |
| September 30, 2023 | 58.89% |
| August 31, 2023 | 58.89% |
| July 31, 2023 | 58.89% |
| June 30, 2023 | 58.89% |
| May 31, 2023 | 58.89% |
| April 30, 2023 | 58.89% |
| March 31, 2023 | 58.89% |
| February 28, 2023 | 58.89% |
| January 31, 2023 | 59.53% |
| December 31, 2022 | 64.46% |
| November 30, 2022 | 64.46% |
| October 31, 2022 | 65.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.50% |
| August 31, 2022 | 65.50% |
| July 31, 2022 | 65.50% |
| June 30, 2022 | 65.50% |
| May 31, 2022 | 65.50% |
| April 30, 2022 | 65.50% |
| March 31, 2022 | 65.50% |
| February 28, 2022 | 65.50% |
| January 31, 2022 | 65.50% |
| December 31, 2021 | 65.50% |
| November 30, 2021 | 65.50% |
| October 31, 2021 | 65.50% |
| September 30, 2021 | 68.87% |
| August 31, 2021 | 72.76% |
| July 31, 2021 | 72.76% |
| June 30, 2021 | 72.76% |
| May 31, 2021 | 72.76% |
| April 30, 2021 | 72.98% |
| March 31, 2021 | 75.49% |
| February 28, 2021 | 75.49% |
| January 31, 2021 | 79.12% |
| December 31, 2020 | 79.51% |
| November 30, 2020 | 80.13% |
| October 31, 2020 | 83.20% |
| September 30, 2020 | 83.20% |
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
58.89%
Minimum
Feb 2023
83.20%
Maximum
Nov 2019
69.26%
Average
65.50%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Ford Motor Co | 66.06% |
| Standard Motor Products Inc | 48.25% |
| Hovnanian Enterprises Inc | 93.17% |
| Movado Group Inc | 82.73% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.450 |
| Beta (5Y) | 1.855 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.91% |
| Historical Sharpe Ratio (5Y) | 0.4004 |
| Historical Sortino (5Y) | 0.7296 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.03% |