Mo-BRUK SA (MBRFF)
69.25
0.00 (0.00%)
USD |
OTCM |
Jun 10, 16:00
Mo-BRUK Max Drawdown (5Y) : 36.95% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 36.95% |
| April 30, 2026 | 36.95% |
| March 31, 2026 | 36.95% |
| February 28, 2026 | 36.95% |
| January 31, 2026 | 36.95% |
| December 31, 2025 | 36.95% |
| November 30, 2025 | 36.95% |
| Date | Value |
|---|---|
| October 31, 2025 | 36.95% |
| September 30, 2025 | 36.95% |
| August 31, 2025 | 36.95% |
| July 31, 2025 | 36.95% |
| June 30, 2025 | 36.95% |
| May 31, 2025 | 36.95% |
| April 30, 2025 | 36.95% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Strategic Environmental & Energy Resources, Inc. | 96.73% |
| Enviri Corp. (Old) | 87.43% |
| Perma-Fix Environmental Services, Inc. | 65.61% |
| ABM Industries, Inc. | 34.35% |
| Avalon Holdings Corp. | 78.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.720 |
| Beta (5Y) | 0.2309 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.58% |
| Historical Sharpe Ratio (5Y) | -0.269 |
| Historical Sortino (5Y) | -0.3396 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.66% |