Masonite International Corp (DOOR)
132.68
-0.02
(-0.02%)
USD |
NYSE |
May 06, 16:00
129.51
-3.17
(-2.39%)
Pre-Market: 20:00
Masonite International Max Drawdown (5Y): 58.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.52% |
March 31, 2024 | 58.52% |
February 29, 2024 | 58.52% |
January 31, 2024 | 58.52% |
December 31, 2023 | 58.52% |
November 30, 2023 | 58.52% |
October 31, 2023 | 58.52% |
September 30, 2023 | 58.52% |
August 31, 2023 | 58.52% |
July 31, 2023 | 58.52% |
June 30, 2023 | 58.52% |
May 31, 2023 | 58.52% |
April 30, 2023 | 58.52% |
March 31, 2023 | 58.52% |
February 28, 2023 | 58.52% |
January 31, 2023 | 58.52% |
December 31, 2022 | 58.52% |
November 30, 2022 | 58.52% |
October 31, 2022 | 58.52% |
September 30, 2022 | 58.52% |
August 31, 2022 | 58.52% |
July 31, 2022 | 58.52% |
June 30, 2022 | 58.52% |
May 31, 2022 | 58.52% |
April 30, 2022 | 58.52% |
Date | Value |
---|---|
March 31, 2022 | 58.52% |
February 28, 2022 | 58.52% |
January 31, 2022 | 58.52% |
December 31, 2021 | 58.52% |
November 30, 2021 | 58.52% |
October 31, 2021 | 58.52% |
September 30, 2021 | 58.52% |
August 31, 2021 | 58.52% |
July 31, 2021 | 58.52% |
June 30, 2021 | 58.52% |
May 31, 2021 | 58.52% |
April 30, 2021 | 58.52% |
March 31, 2021 | 58.52% |
February 28, 2021 | 58.52% |
January 31, 2021 | 58.52% |
December 31, 2020 | 58.52% |
November 30, 2020 | 58.52% |
October 31, 2020 | 58.52% |
September 30, 2020 | 58.52% |
August 31, 2020 | 58.52% |
July 31, 2020 | 58.52% |
June 30, 2020 | 58.52% |
May 31, 2020 | 58.52% |
April 30, 2020 | 58.52% |
March 31, 2020 | 54.68% |
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
47.13%
Minimum
May 2019
58.52%
Maximum
Apr 2020
56.56%
Average
58.52%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Owens-Corning Inc | 66.55% |
Lamperd Less Lethal Inc | 97.79% |
A2Z Smart Technologies Corp | -- |
New Horizon Aircraft Ltd | -- |
Haynes International Inc | 62.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.6494 |
Beta (5Y) | 1.626 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.95% |
Historical Sharpe Ratio (5Y) | 0.4176 |
Historical Sortino (5Y) | 0.6105 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.25% |