Matrix Service Co (MTRX)
11.74
+0.17
(+1.47%)
USD |
NASDAQ |
May 03, 16:00
11.73
-0.01
(-0.09%)
After-Hours: 20:00
Matrix Service Max Drawdown (5Y): 86.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.56% |
| March 31, 2024 | 86.56% |
| February 29, 2024 | 86.56% |
| January 31, 2024 | 86.56% |
| December 31, 2023 | 86.56% |
| November 30, 2023 | 86.56% |
| October 31, 2023 | 86.56% |
| September 30, 2023 | 86.56% |
| August 31, 2023 | 86.56% |
| July 31, 2023 | 86.56% |
| June 30, 2023 | 86.56% |
| May 31, 2023 | 86.56% |
| April 30, 2023 | 86.56% |
| March 31, 2023 | 86.56% |
| February 28, 2023 | 86.56% |
| January 31, 2023 | 86.56% |
| December 31, 2022 | 86.56% |
| November 30, 2022 | 86.56% |
| October 31, 2022 | 86.56% |
| September 30, 2022 | 86.56% |
| August 31, 2022 | 82.72% |
| July 31, 2022 | 82.72% |
| June 30, 2022 | 80.54% |
| May 31, 2022 | 80.54% |
| April 30, 2022 | 75.57% |
| Date | Value |
|---|---|
| March 31, 2022 | 78.37% |
| February 28, 2022 | 78.37% |
| January 31, 2022 | 78.37% |
| December 31, 2021 | 78.37% |
| November 30, 2021 | 78.37% |
| October 31, 2021 | 78.37% |
| September 30, 2021 | 78.37% |
| August 31, 2021 | 78.37% |
| July 31, 2021 | 78.37% |
| June 30, 2021 | 78.37% |
| May 31, 2021 | 78.37% |
| April 30, 2021 | 78.37% |
| March 31, 2021 | 78.37% |
| February 28, 2021 | 78.37% |
| January 31, 2021 | 78.37% |
| December 31, 2020 | 78.37% |
| November 30, 2020 | 78.37% |
| October 31, 2020 | 78.37% |
| September 30, 2020 | 78.37% |
| August 31, 2020 | 78.37% |
| July 31, 2020 | 78.37% |
| June 30, 2020 | 78.37% |
| May 31, 2020 | 78.37% |
| April 30, 2020 | 78.37% |
| March 31, 2020 | 78.37% |
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
75.57%
Minimum
Apr 2022
86.56%
Maximum
Sep 2022
81.27%
Average
78.37%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| CRA International Inc | 60.73% |
| ENGlobal Corp | 98.27% |
| Exponent Inc | 42.46% |
| Forrester Research Inc | 70.05% |
| Huron Consulting Group Inc | 49.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.56 |
| Beta (5Y) | 1.258 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.11% |
| Historical Sharpe Ratio (5Y) | -0.2088 |
| Historical Sortino (5Y) | -0.3735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.90% |