Magellan Aerospace Corp (MALJF)
5.944
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Magellan Aerospace Max Drawdown (5Y): 78.99% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 78.99% |
April 30, 2024 | 78.99% |
March 31, 2024 | 78.99% |
February 29, 2024 | 78.99% |
January 31, 2024 | 78.99% |
December 31, 2023 | 78.99% |
November 30, 2023 | 78.99% |
October 31, 2023 | 78.99% |
September 30, 2023 | 78.99% |
August 31, 2023 | 78.99% |
July 31, 2023 | 78.99% |
June 30, 2023 | 78.99% |
May 31, 2023 | 78.99% |
April 30, 2023 | 78.99% |
March 31, 2023 | 78.99% |
February 28, 2023 | 78.99% |
January 31, 2023 | 78.99% |
December 31, 2022 | 78.99% |
November 30, 2022 | 78.99% |
October 31, 2022 | 78.99% |
September 30, 2022 | 78.99% |
August 31, 2022 | 78.99% |
July 31, 2022 | 78.99% |
June 30, 2022 | 78.99% |
May 31, 2022 | 78.99% |
Date | Value |
---|---|
April 30, 2022 | 78.99% |
March 31, 2022 | 78.99% |
February 28, 2022 | 78.99% |
January 31, 2022 | 78.99% |
December 31, 2021 | 78.99% |
November 30, 2021 | 78.99% |
October 31, 2021 | 78.99% |
September 30, 2021 | 78.99% |
August 31, 2021 | 78.99% |
July 31, 2021 | 78.99% |
June 30, 2021 | 78.99% |
May 31, 2021 | 78.99% |
April 30, 2021 | 78.99% |
March 31, 2021 | 78.99% |
February 28, 2021 | 78.99% |
January 31, 2021 | 78.99% |
December 31, 2020 | 78.99% |
November 30, 2020 | 78.99% |
October 31, 2020 | 78.99% |
September 30, 2020 | 78.99% |
August 31, 2020 | 78.99% |
July 31, 2020 | 78.99% |
June 30, 2020 | 78.99% |
May 31, 2020 | 78.99% |
April 30, 2020 | 78.99% |
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
40.18%
Minimum
Jun 2019
78.99%
Maximum
Mar 2020
73.31%
Average
78.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
New Horizon Aircraft Ltd | -- |
CPI Aerostructures Inc | 92.55% |
Servotronics Inc | 55.06% |
Air Industries Group | 93.83% |
Sky Harbour Group Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -27.82 |
Beta (5Y) | 1.103 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.86% |
Historical Sharpe Ratio (5Y) | -0.2832 |
Historical Sortino (5Y) | -0.3578 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.59% |