Malibu Boats Inc (MBUU)
35.96
+0.24
(+0.67%)
USD |
NASDAQ |
May 10, 16:00
35.99
+0.03
(+0.08%)
After-Hours: 20:00
Malibu Boats Max Drawdown (5Y): 66.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.27% |
March 31, 2024 | 66.27% |
February 29, 2024 | 66.27% |
January 31, 2024 | 66.27% |
December 31, 2023 | 66.27% |
November 30, 2023 | 66.27% |
October 31, 2023 | 66.27% |
September 30, 2023 | 66.27% |
August 31, 2023 | 66.27% |
July 31, 2023 | 66.27% |
June 30, 2023 | 66.27% |
May 31, 2023 | 66.27% |
April 30, 2023 | 66.27% |
March 31, 2023 | 66.27% |
February 28, 2023 | 66.27% |
January 31, 2023 | 66.27% |
December 31, 2022 | 66.27% |
November 30, 2022 | 66.27% |
October 31, 2022 | 66.27% |
September 30, 2022 | 66.27% |
August 31, 2022 | 66.27% |
July 31, 2022 | 66.27% |
June 30, 2022 | 66.27% |
May 31, 2022 | 66.27% |
April 30, 2022 | 66.27% |
Date | Value |
---|---|
March 31, 2022 | 66.27% |
February 28, 2022 | 66.27% |
January 31, 2022 | 66.27% |
December 31, 2021 | 66.27% |
November 30, 2021 | 66.27% |
October 31, 2021 | 66.27% |
September 30, 2021 | 66.27% |
August 31, 2021 | 66.27% |
July 31, 2021 | 66.27% |
June 30, 2021 | 66.27% |
May 31, 2021 | 66.27% |
April 30, 2021 | 66.27% |
March 31, 2021 | 66.27% |
February 28, 2021 | 66.27% |
January 31, 2021 | 66.27% |
December 31, 2020 | 66.27% |
November 30, 2020 | 66.27% |
October 31, 2020 | 66.27% |
September 30, 2020 | 66.27% |
August 31, 2020 | 66.27% |
July 31, 2020 | 66.27% |
June 30, 2020 | 66.27% |
May 31, 2020 | 66.27% |
April 30, 2020 | 66.27% |
March 31, 2020 | 58.40% |
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
51.55%
Minimum
May 2019
66.27%
Maximum
Apr 2020
64.03%
Average
66.27%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Brunswick Corp | 60.43% |
MasterCraft Boat Holdings Inc | 86.38% |
Marine Products Corp | 69.59% |
US Lighting Group Inc | 99.09% |
Clarus Corp | 83.87% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.75 |
Beta (5Y) | 1.413 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.20% |
Historical Sharpe Ratio (5Y) | -0.1107 |
Historical Sortino (5Y) | -0.187 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.20% |