Marine Products Corp (MPX)
10.55
+0.11
(+1.05%)
USD |
NYSE |
May 10, 16:00
10.57
+0.02
(+0.19%)
Pre-Market: 20:00
Marine Products Max Drawdown (5Y): 69.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.59% |
March 31, 2024 | 69.59% |
February 29, 2024 | 69.59% |
January 31, 2024 | 69.59% |
December 31, 2023 | 69.59% |
November 30, 2023 | 69.59% |
October 31, 2023 | 69.59% |
September 30, 2023 | 69.59% |
August 31, 2023 | 69.59% |
July 31, 2023 | 69.59% |
June 30, 2023 | 69.59% |
May 31, 2023 | 69.59% |
April 30, 2023 | 69.59% |
March 31, 2023 | 69.59% |
February 28, 2023 | 69.59% |
January 31, 2023 | 69.59% |
December 31, 2022 | 69.59% |
November 30, 2022 | 69.59% |
October 31, 2022 | 69.59% |
September 30, 2022 | 69.59% |
August 31, 2022 | 69.59% |
July 31, 2022 | 69.59% |
June 30, 2022 | 69.59% |
May 31, 2022 | 69.59% |
April 30, 2022 | 69.59% |
Date | Value |
---|---|
March 31, 2022 | 69.59% |
February 28, 2022 | 69.59% |
January 31, 2022 | 69.59% |
December 31, 2021 | 69.59% |
November 30, 2021 | 69.59% |
October 31, 2021 | 69.59% |
September 30, 2021 | 69.59% |
August 31, 2021 | 69.59% |
July 31, 2021 | 69.59% |
June 30, 2021 | 69.59% |
May 31, 2021 | 69.59% |
April 30, 2021 | 69.59% |
March 31, 2021 | 69.59% |
February 28, 2021 | 69.59% |
January 31, 2021 | 69.59% |
December 31, 2020 | 69.59% |
November 30, 2020 | 69.59% |
October 31, 2020 | 69.59% |
September 30, 2020 | 69.59% |
August 31, 2020 | 69.59% |
July 31, 2020 | 69.59% |
June 30, 2020 | 69.59% |
May 31, 2020 | 69.59% |
April 30, 2020 | 69.59% |
March 31, 2020 | 69.59% |
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
46.34%
Minimum
May 2019
69.59%
Maximum
Mar 2020
65.71%
Average
69.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brunswick Corp | 60.43% |
Malibu Boats Inc | 66.27% |
US Lighting Group Inc | 99.09% |
MasterCraft Boat Holdings Inc | 86.38% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.22 |
Beta (5Y) | 1.258 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.13% |
Historical Sharpe Ratio (5Y) | -0.1154 |
Historical Sortino (5Y) | -0.1709 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.30% |