Motorcar Parts of America Inc (MPAA)
5.73
+0.18
(+3.24%)
USD |
NASDAQ |
Apr 26, 16:00
5.73
0.00 (0.00%)
After-Hours: 20:00
Motorcar Parts of America Max Drawdown (5Y): 83.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 83.50% |
February 29, 2024 | 83.50% |
January 31, 2024 | 83.50% |
December 31, 2023 | 83.50% |
November 30, 2023 | 83.50% |
October 31, 2023 | 83.50% |
September 30, 2023 | 83.50% |
August 31, 2023 | 83.50% |
July 31, 2023 | 83.50% |
June 30, 2023 | 83.50% |
May 31, 2023 | 83.50% |
April 30, 2023 | 83.50% |
March 31, 2023 | 74.87% |
February 28, 2023 | 73.89% |
January 31, 2023 | 73.89% |
December 31, 2022 | 73.89% |
November 30, 2022 | 73.89% |
October 31, 2022 | 73.89% |
September 30, 2022 | 73.89% |
August 31, 2022 | 73.89% |
July 31, 2022 | 73.89% |
June 30, 2022 | 73.89% |
May 31, 2022 | 73.89% |
April 30, 2022 | 73.89% |
March 31, 2022 | 73.89% |
Date | Value |
---|---|
February 28, 2022 | 73.89% |
January 31, 2022 | 73.89% |
December 31, 2021 | 73.89% |
November 30, 2021 | 73.89% |
October 31, 2021 | 73.89% |
September 30, 2021 | 73.89% |
August 31, 2021 | 73.89% |
July 31, 2021 | 73.89% |
June 30, 2021 | 73.89% |
May 31, 2021 | 73.89% |
April 30, 2021 | 73.89% |
March 31, 2021 | 73.89% |
February 28, 2021 | 73.89% |
January 31, 2021 | 73.89% |
December 31, 2020 | 73.89% |
November 30, 2020 | 73.89% |
October 31, 2020 | 73.89% |
September 30, 2020 | 73.89% |
August 31, 2020 | 73.89% |
July 31, 2020 | 73.89% |
June 30, 2020 | 73.89% |
May 31, 2020 | 73.89% |
April 30, 2020 | 73.89% |
March 31, 2020 | 69.94% |
February 29, 2020 | 65.57% |
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
61.89%
Minimum
Apr 2019
83.50%
Maximum
Apr 2023
73.98%
Average
73.89%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Commercial Vehicle Group Inc | 90.48% |
Dorman Products Inc | 50.78% |
Monro Inc | 70.05% |
Sypris Solutions Inc | 83.48% |
Fox Factory Holding Corp | 75.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.41 |
Beta (5Y) | 1.434 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.97% |
Historical Sharpe Ratio (5Y) | -0.2999 |
Historical Sortino (5Y) | -0.4694 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.41% |