Minerals Technologies Inc (MTX)
83.80
+1.94
(+2.37%)
USD |
NYSE |
May 17, 16:00
83.75
-0.05
(-0.06%)
Pre-Market: 20:00
Minerals Technologies Max Drawdown (5Y): 65.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.11% |
March 31, 2024 | 65.11% |
February 29, 2024 | 65.11% |
January 31, 2024 | 65.11% |
December 31, 2023 | 65.11% |
November 30, 2023 | 65.11% |
October 31, 2023 | 65.11% |
September 30, 2023 | 65.11% |
August 31, 2023 | 65.11% |
July 31, 2023 | 65.11% |
June 30, 2023 | 65.11% |
May 31, 2023 | 65.11% |
April 30, 2023 | 65.11% |
March 31, 2023 | 65.11% |
February 28, 2023 | 65.11% |
January 31, 2023 | 65.11% |
December 31, 2022 | 65.11% |
November 30, 2022 | 65.11% |
October 31, 2022 | 65.11% |
September 30, 2022 | 65.11% |
August 31, 2022 | 65.11% |
July 31, 2022 | 65.11% |
June 30, 2022 | 65.11% |
May 31, 2022 | 65.11% |
April 30, 2022 | 65.11% |
Date | Value |
---|---|
March 31, 2022 | 65.11% |
February 28, 2022 | 65.11% |
January 31, 2022 | 65.11% |
December 31, 2021 | 65.11% |
November 30, 2021 | 65.11% |
October 31, 2021 | 65.11% |
September 30, 2021 | 65.11% |
August 31, 2021 | 65.11% |
July 31, 2021 | 65.11% |
June 30, 2021 | 65.11% |
May 31, 2021 | 65.11% |
April 30, 2021 | 65.11% |
March 31, 2021 | 65.11% |
February 28, 2021 | 65.11% |
January 31, 2021 | 65.11% |
December 31, 2020 | 65.11% |
November 30, 2020 | 65.11% |
October 31, 2020 | 65.11% |
September 30, 2020 | 65.11% |
August 31, 2020 | 65.11% |
July 31, 2020 | 65.11% |
June 30, 2020 | 65.11% |
May 31, 2020 | 65.11% |
April 30, 2020 | 65.11% |
March 31, 2020 | 65.11% |
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
51.97%
Minimum
May 2019
65.11%
Maximum
Mar 2020
62.92%
Average
65.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Quaker Houghton | 54.80% |
Rayonier Advanced Materials Inc | 95.52% |
5E Advanced Materials Inc | -- |
Ingevity Corp | 76.22% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.33 |
Beta (5Y) | 1.318 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.87% |
Historical Sharpe Ratio (5Y) | 0.0402 |
Historical Sortino (5Y) | 0.0564 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |