MC Endeavors Inc (MSMY)
0.0009
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
MC Endeavors Max Drawdown (5Y): 98.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.74% |
| March 31, 2024 | 98.74% |
| February 29, 2024 | 98.74% |
| January 31, 2024 | 98.74% |
| December 31, 2023 | 98.74% |
| November 30, 2023 | 98.74% |
| October 31, 2023 | 98.74% |
| September 30, 2023 | 98.74% |
| August 31, 2023 | 98.53% |
| July 31, 2023 | 98.53% |
| June 30, 2023 | 98.53% |
| May 31, 2023 | 98.53% |
| April 30, 2023 | 98.53% |
| March 31, 2023 | 98.11% |
| February 28, 2023 | 97.79% |
| January 31, 2023 | 97.79% |
| December 31, 2022 | 97.79% |
| November 30, 2022 | 97.79% |
| October 31, 2022 | 97.79% |
| September 30, 2022 | 97.79% |
| August 31, 2022 | 97.79% |
| July 31, 2022 | 97.79% |
| June 30, 2022 | 97.79% |
| May 31, 2022 | 97.26% |
| April 30, 2022 | 96.42% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.21% |
| February 28, 2022 | 96.21% |
| January 31, 2022 | 96.10% |
| December 31, 2021 | 96.67% |
| November 30, 2021 | 96.67% |
| October 31, 2021 | 96.67% |
| September 30, 2021 | 96.67% |
| August 31, 2021 | 97.14% |
| July 31, 2021 | 97.14% |
| June 30, 2021 | 97.14% |
| May 31, 2021 | 99.44% |
| April 30, 2021 | 99.44% |
| March 31, 2021 | 99.71% |
| February 28, 2021 | 99.71% |
| January 31, 2021 | 99.93% |
| December 31, 2020 | 99.93% |
| November 30, 2020 | 99.93% |
| October 31, 2020 | 99.93% |
| September 30, 2020 | 99.93% |
| August 31, 2020 | 99.94% |
| July 31, 2020 | 99.97% |
| June 30, 2020 | 99.97% |
| May 31, 2020 | 99.97% |
| April 30, 2020 | 99.97% |
| March 31, 2020 | 99.97% |
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
96.10%
Minimum
Jan 2022
99.97%
Maximum
May 2019
98.64%
Average
98.74%
Median
Sep 2023
Max Drawdown (5Y) Benchmarks
| Wolf Energy Services Inc | 99.93% |
| Covenant Logistics Group Inc | 80.48% |
| Heartland Express Inc | 54.87% |
| Landstar System Inc | 30.13% |
| Marten Transport Ltd | 30.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.56 |
| Beta (5Y) | 4.115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 361.3% |
| Historical Sharpe Ratio (5Y) | -0.049 |
| Historical Sortino (5Y) | -0.3437 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.59% |