Mestek Inc (MCCK)
30.00
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Mestek Max Drawdown (5Y): 45.00% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 45.00% |
| August 31, 2024 | 45.00% |
| July 31, 2024 | 45.00% |
| June 30, 2024 | 45.00% |
| May 31, 2024 | 45.00% |
| April 30, 2024 | 45.00% |
| March 31, 2024 | 45.00% |
| February 29, 2024 | 45.00% |
| January 31, 2024 | 45.00% |
| December 31, 2023 | 45.00% |
| November 30, 2023 | 45.00% |
| October 31, 2023 | 45.00% |
| September 30, 2023 | 45.00% |
| August 31, 2023 | 45.00% |
| July 31, 2023 | 45.00% |
| June 30, 2023 | 45.00% |
| May 31, 2023 | 45.00% |
| April 30, 2023 | 42.86% |
| March 31, 2023 | 42.86% |
| February 28, 2023 | 32.86% |
| January 31, 2023 | 32.86% |
| December 31, 2022 | 32.86% |
| November 30, 2022 | 32.86% |
| October 31, 2022 | 32.86% |
| September 30, 2022 | 32.86% |
| Date | Value |
|---|---|
| August 31, 2022 | 32.86% |
| July 31, 2022 | 32.86% |
| June 30, 2022 | 32.86% |
| May 31, 2022 | 32.86% |
| April 30, 2022 | 32.86% |
| March 31, 2022 | 32.86% |
| February 28, 2022 | 32.86% |
| January 31, 2022 | 32.86% |
| December 31, 2021 | 32.86% |
| November 30, 2021 | 32.86% |
| October 31, 2021 | 32.86% |
| September 30, 2021 | 32.86% |
| August 31, 2021 | 32.86% |
| July 31, 2021 | 32.86% |
| June 30, 2021 | 32.86% |
| May 31, 2021 | 32.86% |
| April 30, 2021 | 32.86% |
| March 31, 2021 | 32.86% |
| February 28, 2021 | 32.86% |
| January 31, 2021 | 32.86% |
| December 31, 2020 | 32.86% |
| November 30, 2020 | 32.86% |
| October 31, 2020 | 32.86% |
| September 30, 2020 | 32.86% |
| August 31, 2020 | 32.86% |
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
30.42%
Minimum
Nov 2019
45.00%
Maximum
May 2023
36.53%
Average
32.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ampco-Pittsburgh Corp | 91.36% |
| Quanex Building Products Corp | 65.03% |
| Techprecision Corp | 71.63% |
| Safe & Green Holdings Corp | 99.33% |
| Janus International Group Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.293 |
| Beta (5Y) | 0.4986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.12% |
| Historical Sharpe Ratio (5Y) | -0.0948 |
| Historical Sortino (5Y) | -0.1339 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.04% |