AstroNova Inc (ALOT)
17.58
-0.04
(-0.23%)
USD |
NASDAQ |
May 17, 16:00
17.50
-0.08
(-0.46%)
After-Hours: 20:00
AstroNova Max Drawdown (5Y): 78.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.84% |
March 31, 2024 | 78.84% |
February 29, 2024 | 78.84% |
January 31, 2024 | 78.84% |
December 31, 2023 | 78.84% |
November 30, 2023 | 78.84% |
October 31, 2023 | 78.84% |
September 30, 2023 | 78.84% |
August 31, 2023 | 78.84% |
July 31, 2023 | 78.84% |
June 30, 2023 | 78.84% |
May 31, 2023 | 78.84% |
April 30, 2023 | 78.84% |
March 31, 2023 | 78.84% |
February 28, 2023 | 78.84% |
January 31, 2023 | 78.84% |
December 31, 2022 | 78.84% |
November 30, 2022 | 78.84% |
October 31, 2022 | 78.84% |
September 30, 2022 | 78.84% |
August 31, 2022 | 78.84% |
July 31, 2022 | 78.84% |
June 30, 2022 | 78.84% |
May 31, 2022 | 78.84% |
April 30, 2022 | 78.84% |
Date | Value |
---|---|
March 31, 2022 | 78.84% |
February 28, 2022 | 78.84% |
January 31, 2022 | 78.84% |
December 31, 2021 | 78.84% |
November 30, 2021 | 78.84% |
October 31, 2021 | 78.84% |
September 30, 2021 | 78.84% |
August 31, 2021 | 78.84% |
July 31, 2021 | 78.84% |
June 30, 2021 | 78.84% |
May 31, 2021 | 78.84% |
April 30, 2021 | 78.84% |
March 31, 2021 | 78.84% |
February 28, 2021 | 78.84% |
January 31, 2021 | 78.84% |
December 31, 2020 | 78.84% |
November 30, 2020 | 78.84% |
October 31, 2020 | 78.84% |
September 30, 2020 | 78.84% |
August 31, 2020 | 78.84% |
July 31, 2020 | 78.84% |
June 30, 2020 | 78.84% |
May 31, 2020 | 78.84% |
April 30, 2020 | 78.84% |
March 31, 2020 | 74.37% |
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
24.78%
Minimum
May 2019
78.84%
Maximum
Apr 2020
72.33%
Average
78.84%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Immersion Corp | 74.29% |
Juniper Networks Inc | 40.99% |
Transact Technologies Inc | 80.21% |
Identiv Inc | 83.02% |
GoPro Inc | 96.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.37 |
Beta (5Y) | 0.5881 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.32% |
Historical Sharpe Ratio (5Y) | -0.2133 |
Historical Sortino (5Y) | -0.2763 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.10% |