Monarch Cement Co (MCEM)
186.50
+1.51
(+0.82%)
USD |
OTCM |
May 15, 13:59
Monarch Cement Max Drawdown (5Y): 39.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 39.01% |
March 31, 2024 | 39.01% |
February 29, 2024 | 39.01% |
January 31, 2024 | 39.01% |
December 31, 2023 | 39.01% |
November 30, 2023 | 39.01% |
October 31, 2023 | 39.01% |
September 30, 2023 | 39.01% |
August 31, 2023 | 39.01% |
July 31, 2023 | 39.01% |
June 30, 2023 | 39.01% |
May 31, 2023 | 39.01% |
April 30, 2023 | 39.01% |
March 31, 2023 | 39.01% |
February 28, 2023 | 39.01% |
January 31, 2023 | 39.01% |
December 31, 2022 | 39.01% |
November 30, 2022 | 39.01% |
October 31, 2022 | 39.01% |
September 30, 2022 | 39.01% |
August 31, 2022 | 39.01% |
July 31, 2022 | 39.01% |
June 30, 2022 | 39.01% |
May 31, 2022 | 39.01% |
April 30, 2022 | 39.01% |
Date | Value |
---|---|
March 31, 2022 | 39.01% |
February 28, 2022 | 39.01% |
January 31, 2022 | 39.01% |
December 31, 2021 | 39.01% |
November 30, 2021 | 39.01% |
October 31, 2021 | 39.01% |
September 30, 2021 | 39.01% |
August 31, 2021 | 39.01% |
July 31, 2021 | 39.01% |
June 30, 2021 | 39.01% |
May 31, 2021 | 39.01% |
April 30, 2021 | 39.01% |
March 31, 2021 | 39.01% |
February 28, 2021 | 39.01% |
January 31, 2021 | 39.01% |
December 31, 2020 | 39.01% |
November 30, 2020 | 39.01% |
October 31, 2020 | 39.01% |
September 30, 2020 | 39.01% |
August 31, 2020 | 39.01% |
July 31, 2020 | 39.01% |
June 30, 2020 | 39.01% |
May 31, 2020 | 39.01% |
April 30, 2020 | 39.01% |
March 31, 2020 | 38.33% |
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
24.20%
Minimum
May 2019
39.01%
Maximum
Apr 2020
36.61%
Average
39.01%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.63 |
Beta (5Y) | 0.5357 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.87% |
Historical Sharpe Ratio (5Y) | 0.9899 |
Historical Sortino (5Y) | 1.642 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |