Daktronics Inc (DAKT)
10.98
-0.46
(-4.02%)
USD |
NASDAQ |
Jun 14, 14:55
Daktronics Max Drawdown (5Y): 81.37% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 81.37% |
April 30, 2024 | 81.37% |
March 31, 2024 | 81.37% |
February 29, 2024 | 81.37% |
January 31, 2024 | 81.37% |
December 31, 2023 | 81.37% |
November 30, 2023 | 81.37% |
October 31, 2023 | 81.37% |
September 30, 2023 | 81.37% |
August 31, 2023 | 81.37% |
July 31, 2023 | 81.37% |
June 30, 2023 | 81.37% |
May 31, 2023 | 81.37% |
April 30, 2023 | 81.37% |
March 31, 2023 | 81.37% |
February 28, 2023 | 81.37% |
January 31, 2023 | 81.37% |
December 31, 2022 | 81.37% |
November 30, 2022 | 71.58% |
October 31, 2022 | 71.58% |
September 30, 2022 | 71.58% |
August 31, 2022 | 71.43% |
July 31, 2022 | 71.43% |
June 30, 2022 | 70.93% |
May 31, 2022 | 68.10% |
Date | Value |
---|---|
April 30, 2022 | 66.18% |
March 31, 2022 | 63.30% |
February 28, 2022 | 63.30% |
January 31, 2022 | 63.30% |
December 31, 2021 | 63.30% |
November 30, 2021 | 63.30% |
October 31, 2021 | 63.30% |
September 30, 2021 | 63.30% |
August 31, 2021 | 63.30% |
July 31, 2021 | 63.30% |
June 30, 2021 | 63.30% |
May 31, 2021 | 63.30% |
April 30, 2021 | 63.30% |
March 31, 2021 | 63.30% |
February 28, 2021 | 63.30% |
January 31, 2021 | 63.30% |
December 31, 2020 | 63.30% |
November 30, 2020 | 63.30% |
October 31, 2020 | 63.30% |
September 30, 2020 | 63.30% |
August 31, 2020 | 63.30% |
July 31, 2020 | 63.30% |
June 30, 2020 | 63.30% |
May 31, 2020 | 63.30% |
April 30, 2020 | 59.72% |
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
58.69%
Minimum
Jun 2019
81.37%
Maximum
Dec 2022
68.83%
Average
63.30%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Allient Inc | 63.11% |
Data I/O Corp | 84.25% |
LGL Group Inc | 73.75% |
Vuzix Corp | 96.17% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.510 |
Beta (5Y) | 1.064 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.01% |
Historical Sharpe Ratio (5Y) | 0.217 |
Historical Sortino (5Y) | 0.4071 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.50% |