LPTH LightPath Te...

Fundamental Data

Get detailed Fundamental insights of LightPath Technologies Inc. and compare it to the S&P500.
YTD Return
LPTH -4.76%
vs.
SPY +18.46%
1-Year Return
LPTH -28.14%
vs.
SPY +27.00%
3-Year Return
LPTH -11.39%
vs.
SPY +5.68%

Worst 10 Drawdowns of LPTH

Started Recovered Drawdown Days
Nov 6, 2017 Jul 29, 2020 -86.28% 997
Dec 23, 2020 Sep 17, 2024 -79.17% 1365
Jan 13, 2016 Oct 25, 2017 -64.53% 652
Aug 5, 2020 Dec 21, 2020 -57.02% 139
Jan 14, 2015 Jun 2, 2015 -33.71% 140
Jul 9, 2015 Dec 8, 2015 -29.90% 153
Jun 15, 2015 Jun 30, 2015 -13.26% 16
Jan 6, 2016 Jan 11, 2016 -12.19% 6
Jun 10, 2015 Jun 11, 2015 -8.84% 2
Jun 4, 2015 Jun 8, 2015 -8.75% 5

LPTH vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

LPTH
S&P500
Metric LPTH S&P500
Cumulative Return +34.83% +174.09%
Compound Annual Growth Rate (CAGR) +2.15% +7.44%
Sharpe 0.40 0.67
Sortino 0.66 0.94
Max Drawdown -86.28% -34.1%
Longest Drawdown Days 1365 745
Volatility (ann.) 74.81% 17.83%
Correlation 14.11% -
R^2 0.02 -
Calmar 0.02 0.22
Skew 1.64 -0.55
Kurtosis 14.80 12.49
Expected Daily +0.01% +0.04%
Expected Monthly +0.26% +0.87%
Expected Yearly +3.03% +10.61%
Kelly Criterion 0.23% 5.13%
Risk of Ruin 0% 0%
Daily Value-at-Risk -7.63% -1.80%
Expected Shortfall (cVaR) -7.63% -1.80%
Max Consecutive Wins 11 10
Max Consecutive Losses 9 8
Gain/Pain Ratio 0.08 0.14
Gain/Pain (1M) 0.41 0.78
Payoff Ratio 1.15 0.93
Profit Factor 1.08 1.14
Outlier Win Ratio 2.75 12.11
Outlier Loss Ratio 2.21 8.63
MTD -6.98% -0.11%
3M -1.64% +3.74%
6M -20.00% +10.44%
Best Day +51.28% +9.06%
Worst Day -32.55% -10.94%
Best Month +121.50% +12.70%
Worst Month -42.82% -13.00%
Best Year +440.69% +28.79%
Worst Year -51.34% -19.48%
Avg. Drawdown -29.45% -1.83%
Avg. Drawdown Days 250 22
Recovery Factor 3.37 3.41
Ulcer Index 0.55 0.08
Avg. Up Month +18.70% +3.56%
Avg. Down Month -12.31% -4.22%
Win Days 46.66% 54.39%
Win Month 43.59% 66.67%
Win Quarter 38.46% 76.92%
Win Year 40.00% 70.00%