EVI Industries Inc (EVI)
23.18
+1.50
(+6.95%)
USD |
NYAM |
May 02, 16:00
23.18
0.00 (0.00%)
After-Hours: 20:00
EVI Industries Max Drawdown (5Y): 83.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.32% |
March 31, 2024 | 83.32% |
February 29, 2024 | 83.32% |
January 31, 2024 | 83.32% |
December 31, 2023 | 83.32% |
November 30, 2023 | 83.32% |
October 31, 2023 | 83.32% |
September 30, 2023 | 83.32% |
August 31, 2023 | 83.32% |
July 31, 2023 | 83.32% |
June 30, 2023 | 83.32% |
May 31, 2023 | 83.32% |
April 30, 2023 | 83.32% |
March 31, 2023 | 83.32% |
February 28, 2023 | 83.32% |
January 31, 2023 | 83.32% |
December 31, 2022 | 83.32% |
November 30, 2022 | 83.32% |
October 31, 2022 | 83.32% |
September 30, 2022 | 83.32% |
August 31, 2022 | 83.32% |
July 31, 2022 | 83.32% |
June 30, 2022 | 80.42% |
May 31, 2022 | 79.02% |
April 30, 2022 | 70.32% |
Date | Value |
---|---|
March 31, 2022 | 70.32% |
February 28, 2022 | 70.32% |
January 31, 2022 | 70.32% |
December 31, 2021 | 70.32% |
November 30, 2021 | 70.32% |
October 31, 2021 | 70.32% |
September 30, 2021 | 70.32% |
August 31, 2021 | 70.32% |
July 31, 2021 | 70.32% |
June 30, 2021 | 70.32% |
May 31, 2021 | 70.32% |
April 30, 2021 | 70.32% |
March 31, 2021 | 70.32% |
February 28, 2021 | 70.32% |
January 31, 2021 | 70.32% |
December 31, 2020 | 70.32% |
November 30, 2020 | 70.32% |
October 31, 2020 | 70.32% |
September 30, 2020 | 70.32% |
August 31, 2020 | 70.32% |
July 31, 2020 | 70.32% |
June 30, 2020 | 70.32% |
May 31, 2020 | 70.32% |
April 30, 2020 | 70.32% |
March 31, 2020 | 70.32% |
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
46.80%
Minimum
Aug 2019
83.32%
Maximum
Jul 2022
71.82%
Average
70.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Greenwave Technology Solutions Inc | 99.94% |
Beacon Roofing Supply Inc | 81.98% |
DXP Enterprises Inc | 77.28% |
L.B. Foster Co | 77.90% |
Distribution Solutions Group Inc | 58.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.08 |
Beta (5Y) | 0.3888 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.39% |
Historical Sharpe Ratio (5Y) | -0.226 |
Historical Sortino (5Y) | -0.3994 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.02% |