Marcus Corp (MCS)
11.91
-0.14
(-1.16%)
USD |
NYSE |
May 03, 16:00
11.91
0.00 (0.00%)
After-Hours: 20:00
Marcus Max Drawdown (5Y): 83.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.84% |
March 31, 2024 | 83.84% |
February 29, 2024 | 83.84% |
January 31, 2024 | 83.84% |
December 31, 2023 | 83.84% |
November 30, 2023 | 83.84% |
October 31, 2023 | 83.84% |
September 30, 2023 | 83.84% |
August 31, 2023 | 83.84% |
July 31, 2023 | 83.84% |
June 30, 2023 | 83.84% |
May 31, 2023 | 83.84% |
April 30, 2023 | 83.84% |
March 31, 2023 | 83.84% |
February 28, 2023 | 83.84% |
January 31, 2023 | 83.84% |
December 31, 2022 | 83.84% |
November 30, 2022 | 83.84% |
October 31, 2022 | 83.84% |
September 30, 2022 | 83.84% |
August 31, 2022 | 83.84% |
July 31, 2022 | 83.84% |
June 30, 2022 | 83.84% |
May 31, 2022 | 83.84% |
April 30, 2022 | 83.84% |
Date | Value |
---|---|
March 31, 2022 | 83.84% |
February 28, 2022 | 83.84% |
January 31, 2022 | 83.84% |
December 31, 2021 | 83.84% |
November 30, 2021 | 83.84% |
October 31, 2021 | 83.84% |
September 30, 2021 | 83.84% |
August 31, 2021 | 83.84% |
July 31, 2021 | 83.84% |
June 30, 2021 | 83.84% |
May 31, 2021 | 83.84% |
April 30, 2021 | 83.84% |
March 31, 2021 | 83.84% |
February 28, 2021 | 83.84% |
January 31, 2021 | 83.84% |
December 31, 2020 | 83.84% |
November 30, 2020 | 83.84% |
October 31, 2020 | 83.84% |
September 30, 2020 | 82.54% |
August 31, 2020 | 82.54% |
July 31, 2020 | 82.54% |
June 30, 2020 | 82.54% |
May 31, 2020 | 82.54% |
April 30, 2020 | 82.54% |
March 31, 2020 | 82.54% |
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
29.41%
Minimum
May 2019
83.84%
Maximum
Oct 2020
74.90%
Average
83.84%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Nexstar Media Group Inc | 64.56% |
AMC Networks Inc | 87.26% |
Mega Matrix Corp | 95.39% |
Paramount Global | 88.97% |
Cineverse Corp | 98.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.91 |
Beta (5Y) | 1.484 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.79% |
Historical Sharpe Ratio (5Y) | -0.3651 |
Historical Sortino (5Y) | -0.4746 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.02% |