Mace Security International Inc (MACE)
0.0157
0.00 (0.00%)
USD |
OTCM |
Dec 09, 16:00
Mace Security International Max Drawdown (5Y): 97.91% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Compx International Inc | 43.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 99.14% |
| VerifyMe Inc | 99.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -56.85 |
| Beta (5Y) | 0.8644 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.12% |
| Historical Sharpe Ratio (5Y) | -0.4918 |
| Historical Sortino (5Y) | -0.9967 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.05% |