BIO-key International Inc (BKYI)
1.86
+0.16
(+9.41%)
USD |
NASDAQ |
Jun 14, 16:00
1.69
-0.17
(-9.14%)
After-Hours: 20:00
BIO-key International Max Drawdown (5Y): 99.20% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.20% |
April 30, 2024 | 99.20% |
March 31, 2024 | 99.16% |
February 29, 2024 | 99.16% |
January 31, 2024 | 99.16% |
December 31, 2023 | 98.83% |
November 30, 2023 | 98.83% |
October 31, 2023 | 98.73% |
September 30, 2023 | 97.45% |
August 31, 2023 | 97.45% |
July 31, 2023 | 97.45% |
June 30, 2023 | 97.45% |
May 31, 2023 | 97.45% |
April 30, 2023 | 97.45% |
March 31, 2023 | 97.45% |
February 28, 2023 | 97.45% |
January 31, 2023 | 97.45% |
December 31, 2022 | 97.45% |
November 30, 2022 | 95.61% |
October 31, 2022 | 94.06% |
September 30, 2022 | 94.06% |
August 31, 2022 | 94.06% |
July 31, 2022 | 94.06% |
June 30, 2022 | 94.06% |
May 31, 2022 | 93.68% |
Date | Value |
---|---|
April 30, 2022 | 92.99% |
March 31, 2022 | 92.92% |
February 28, 2022 | 92.92% |
January 31, 2022 | 92.88% |
December 31, 2021 | 92.53% |
November 30, 2021 | 91.46% |
October 31, 2021 | 90.00% |
September 30, 2021 | 90.00% |
August 31, 2021 | 90.00% |
July 31, 2021 | 89.83% |
June 30, 2021 | 89.83% |
May 31, 2021 | 89.83% |
April 30, 2021 | 89.83% |
March 31, 2021 | 89.83% |
February 28, 2021 | 89.83% |
January 31, 2021 | 89.83% |
December 31, 2020 | 89.83% |
November 30, 2020 | 89.83% |
October 31, 2020 | 89.22% |
September 30, 2020 | 89.22% |
August 31, 2020 | 89.22% |
July 31, 2020 | 89.22% |
June 30, 2020 | 89.22% |
May 31, 2020 | 89.22% |
April 30, 2020 | 89.22% |
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
89.22%
Minimum
Jun 2019
99.20%
Maximum
Apr 2024
92.96%
Average
92.00%
Median
Max Drawdown (5Y) Benchmarks
Compx International Inc | 43.85% |
NAPCO Security Technologies Inc | 60.30% |
Universal Security Instruments Inc | 94.92% |
Iveda Solutions Inc | 97.17% |
VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -66.59 |
Beta (5Y) | 0.4635 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.94% |
Historical Sharpe Ratio (5Y) | -0.8739 |
Historical Sortino (5Y) | -1.296 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.00% |