Cognex Corp (CGNX)
40.58
+0.79
(+1.99%)
USD |
NASDAQ |
Apr 26, 15:32
Cognex Max Drawdown (5Y): 62.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 62.68% |
| February 29, 2024 | 62.68% |
| January 31, 2024 | 62.68% |
| December 31, 2023 | 62.68% |
| November 30, 2023 | 62.68% |
| October 31, 2023 | 62.68% |
| September 30, 2023 | 56.21% |
| August 31, 2023 | 56.21% |
| July 31, 2023 | 56.21% |
| June 30, 2023 | 56.21% |
| May 31, 2023 | 56.21% |
| April 30, 2023 | 56.21% |
| March 31, 2023 | 56.21% |
| February 28, 2023 | 56.21% |
| January 31, 2023 | 56.21% |
| December 31, 2022 | 56.21% |
| November 30, 2022 | 56.21% |
| October 31, 2022 | 56.21% |
| September 30, 2022 | 55.60% |
| August 31, 2022 | 54.89% |
| July 31, 2022 | 54.80% |
| June 30, 2022 | 54.80% |
| May 31, 2022 | 51.61% |
| April 30, 2022 | 51.57% |
| March 31, 2022 | 51.57% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.57% |
| January 31, 2022 | 51.57% |
| December 31, 2021 | 51.57% |
| November 30, 2021 | 51.57% |
| October 31, 2021 | 51.57% |
| September 30, 2021 | 51.57% |
| August 31, 2021 | 51.57% |
| July 31, 2021 | 51.57% |
| June 30, 2021 | 51.57% |
| May 31, 2021 | 51.57% |
| April 30, 2021 | 51.57% |
| March 31, 2021 | 51.57% |
| February 28, 2021 | 51.57% |
| January 31, 2021 | 51.57% |
| December 31, 2020 | 51.57% |
| November 30, 2020 | 51.57% |
| October 31, 2020 | 51.57% |
| September 30, 2020 | 51.57% |
| August 31, 2020 | 51.57% |
| July 31, 2020 | 51.57% |
| June 30, 2020 | 51.57% |
| May 31, 2020 | 51.57% |
| April 30, 2020 | 51.57% |
| March 31, 2020 | 51.57% |
| February 29, 2020 | 51.57% |
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
51.57%
Minimum
Apr 2019
62.68%
Maximum
Oct 2023
53.84%
Average
51.57%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Mesa Laboratories Inc | 74.40% |
| Sono-Tek Corp | 53.33% |
| Focus Universal Inc | 97.35% |
| Keysight Technologies Inc | 42.62% |
| Qorvo Inc | 60.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.06 |
| Beta (5Y) | 1.491 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.96% |
| Historical Sharpe Ratio (5Y) | -0.1279 |
| Historical Sortino (5Y) | -0.1962 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.65% |