Mueller Industries Inc (MLI)
58.28
-0.80
(-1.35%)
USD |
NYSE |
May 16, 16:00
58.28
0.00 (0.00%)
After-Hours: 20:00
Mueller Industries Max Drawdown (5Y): 56.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.58% |
March 31, 2024 | 56.58% |
February 29, 2024 | 56.58% |
January 31, 2024 | 56.58% |
December 31, 2023 | 56.58% |
November 30, 2023 | 56.58% |
October 31, 2023 | 56.58% |
September 30, 2023 | 56.58% |
August 31, 2023 | 56.58% |
July 31, 2023 | 56.58% |
June 30, 2023 | 56.58% |
May 31, 2023 | 56.58% |
April 30, 2023 | 56.58% |
March 31, 2023 | 56.58% |
February 28, 2023 | 56.58% |
January 31, 2023 | 56.58% |
December 31, 2022 | 56.58% |
November 30, 2022 | 56.58% |
October 31, 2022 | 56.58% |
September 30, 2022 | 56.58% |
August 31, 2022 | 56.58% |
July 31, 2022 | 56.58% |
June 30, 2022 | 56.58% |
May 31, 2022 | 56.58% |
April 30, 2022 | 56.58% |
Date | Value |
---|---|
March 31, 2022 | 56.58% |
February 28, 2022 | 56.58% |
January 31, 2022 | 56.58% |
December 31, 2021 | 56.58% |
November 30, 2021 | 56.58% |
October 31, 2021 | 56.58% |
September 30, 2021 | 56.58% |
August 31, 2021 | 56.58% |
July 31, 2021 | 56.58% |
June 30, 2021 | 56.58% |
May 31, 2021 | 56.58% |
April 30, 2021 | 56.58% |
March 31, 2021 | 56.58% |
February 28, 2021 | 56.58% |
January 31, 2021 | 56.58% |
December 31, 2020 | 56.58% |
November 30, 2020 | 56.58% |
October 31, 2020 | 56.58% |
September 30, 2020 | 56.58% |
August 31, 2020 | 56.58% |
July 31, 2020 | 56.58% |
June 30, 2020 | 56.58% |
May 31, 2020 | 56.58% |
April 30, 2020 | 56.58% |
March 31, 2020 | 56.58% |
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
48.79%
Minimum
May 2019
56.58%
Maximum
Mar 2020
55.28%
Average
56.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Encore Wire Corp | 36.75% |
Aqua Metals Inc | 98.45% |
Chicago Rivet & Machine Co | 58.85% |
CPI Aerostructures Inc | 92.55% |
Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.57 |
Beta (5Y) | 1.082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.20% |
Historical Sharpe Ratio (5Y) | 0.8955 |
Historical Sortino (5Y) | 1.403 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |