Megaworld Corp (MGAWY)
5.85
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Megaworld Max Drawdown (5Y): 73.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.92% |
March 31, 2024 | 73.41% |
February 29, 2024 | 73.41% |
January 31, 2024 | 73.41% |
December 31, 2023 | 73.41% |
November 30, 2023 | 73.41% |
October 31, 2023 | 73.41% |
September 30, 2023 | 73.41% |
August 31, 2023 | 73.41% |
July 31, 2023 | 73.41% |
June 30, 2023 | 73.41% |
May 31, 2023 | 73.41% |
April 30, 2023 | 73.41% |
March 31, 2023 | 73.41% |
February 28, 2023 | 73.41% |
January 31, 2023 | 73.41% |
December 31, 2022 | 73.41% |
November 30, 2022 | 73.41% |
October 31, 2022 | 73.41% |
September 30, 2022 | 71.87% |
August 31, 2022 | 70.15% |
July 31, 2022 | 70.15% |
June 30, 2022 | 70.15% |
May 31, 2022 | 70.15% |
April 30, 2022 | 70.15% |
Date | Value |
---|---|
March 31, 2022 | 70.15% |
February 28, 2022 | 70.15% |
January 31, 2022 | 70.15% |
December 31, 2021 | 70.15% |
November 30, 2021 | 70.15% |
October 31, 2021 | 70.15% |
September 30, 2021 | 70.15% |
August 31, 2021 | 70.15% |
July 31, 2021 | 70.15% |
June 30, 2021 | 70.15% |
May 31, 2021 | 70.15% |
April 30, 2021 | 70.15% |
March 31, 2021 | 70.15% |
February 28, 2021 | 70.15% |
January 31, 2021 | 70.15% |
December 31, 2020 | 70.15% |
November 30, 2020 | 70.15% |
October 31, 2020 | 70.15% |
September 30, 2020 | 70.15% |
August 31, 2020 | 70.15% |
July 31, 2020 | 70.15% |
June 30, 2020 | 70.15% |
May 31, 2020 | 70.15% |
April 30, 2020 | 70.15% |
March 31, 2020 | 70.15% |
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
50.17%
Minimum
May 2019
73.92%
Maximum
Apr 2024
67.89%
Average
70.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SM Prime Holdings Inc | 46.99% |
Ayala Land Inc | 61.01% |
Robinsons Land Corp | -- |
Trinity Place Holdings Inc | 98.11% |
Belpointe PREP LLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.49 |
Beta (5Y) | 1.055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.57% |
Historical Sharpe Ratio (5Y) | -0.5603 |
Historical Sortino (5Y) | -0.8484 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.30% |