Malibu Boats Inc (MBUU)
42.06
+1.51
(+3.72%)
USD |
NASDAQ |
Nov 21, 16:00
42.04
-0.02
(-0.05%)
After-Hours: 20:00
Malibu Boats Max Drawdown (5Y): 66.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.80% |
| September 30, 2024 | 66.80% |
| August 31, 2024 | 66.80% |
| July 31, 2024 | 66.80% |
| June 30, 2024 | 66.27% |
| May 31, 2024 | 66.27% |
| April 30, 2024 | 66.27% |
| March 31, 2024 | 66.27% |
| February 29, 2024 | 66.27% |
| January 31, 2024 | 66.27% |
| December 31, 2023 | 66.27% |
| November 30, 2023 | 66.27% |
| October 31, 2023 | 66.27% |
| September 30, 2023 | 66.27% |
| August 31, 2023 | 66.27% |
| July 31, 2023 | 66.27% |
| June 30, 2023 | 66.27% |
| May 31, 2023 | 66.27% |
| April 30, 2023 | 66.27% |
| March 31, 2023 | 66.27% |
| February 28, 2023 | 66.27% |
| January 31, 2023 | 66.27% |
| December 31, 2022 | 66.27% |
| November 30, 2022 | 66.27% |
| October 31, 2022 | 66.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.27% |
| August 31, 2022 | 66.27% |
| July 31, 2022 | 66.27% |
| June 30, 2022 | 66.27% |
| May 31, 2022 | 66.27% |
| April 30, 2022 | 66.27% |
| March 31, 2022 | 66.27% |
| February 28, 2022 | 66.27% |
| January 31, 2022 | 66.27% |
| December 31, 2021 | 66.27% |
| November 30, 2021 | 66.27% |
| October 31, 2021 | 66.27% |
| September 30, 2021 | 66.27% |
| August 31, 2021 | 66.27% |
| July 31, 2021 | 66.27% |
| June 30, 2021 | 66.27% |
| May 31, 2021 | 66.27% |
| April 30, 2021 | 66.27% |
| March 31, 2021 | 66.27% |
| February 28, 2021 | 66.27% |
| January 31, 2021 | 66.27% |
| December 31, 2020 | 66.27% |
| November 30, 2020 | 66.27% |
| October 31, 2020 | 66.27% |
| September 30, 2020 | 66.27% |
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
54.53%
Minimum
Nov 2019
66.80%
Maximum
Jul 2024
65.39%
Average
66.27%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| MasterCraft Boat Holdings Inc | 86.38% |
| Brunswick Corp | 60.43% |
| Marine Products Corp | 69.59% |
| US Lighting Group Inc | 99.50% |
| Peloton Interactive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.29 |
| Beta (5Y) | 1.357 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.57% |
| Historical Sharpe Ratio (5Y) | 0.0804 |
| Historical Sortino (5Y) | 0.1383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |