MasterCraft Boat Holdings Inc (MCFT)
21.24
+0.24
(+1.14%)
USD |
NASDAQ |
Nov 22, 10:18
MasterCraft Boat Holdings Max Drawdown (5Y): 86.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.38% |
| September 30, 2024 | 86.38% |
| August 31, 2024 | 86.38% |
| July 31, 2024 | 86.38% |
| June 30, 2024 | 86.38% |
| May 31, 2024 | 86.38% |
| April 30, 2024 | 86.38% |
| March 31, 2024 | 86.38% |
| February 29, 2024 | 86.38% |
| January 31, 2024 | 86.38% |
| December 31, 2023 | 86.38% |
| November 30, 2023 | 86.38% |
| October 31, 2023 | 86.38% |
| September 30, 2023 | 86.38% |
| August 31, 2023 | 86.38% |
| July 31, 2023 | 86.38% |
| June 30, 2023 | 86.38% |
| May 31, 2023 | 86.38% |
| April 30, 2023 | 86.38% |
| March 31, 2023 | 86.38% |
| February 28, 2023 | 86.38% |
| January 31, 2023 | 86.38% |
| December 31, 2022 | 86.38% |
| November 30, 2022 | 86.38% |
| October 31, 2022 | 86.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.38% |
| August 31, 2022 | 86.38% |
| July 31, 2022 | 86.38% |
| June 30, 2022 | 86.38% |
| May 31, 2022 | 86.38% |
| April 30, 2022 | 86.38% |
| March 31, 2022 | 86.38% |
| February 28, 2022 | 86.38% |
| January 31, 2022 | 86.38% |
| December 31, 2021 | 86.38% |
| November 30, 2021 | 86.38% |
| October 31, 2021 | 86.38% |
| September 30, 2021 | 86.38% |
| August 31, 2021 | 86.38% |
| July 31, 2021 | 86.38% |
| June 30, 2021 | 86.38% |
| May 31, 2021 | 86.38% |
| April 30, 2021 | 86.38% |
| March 31, 2021 | 86.38% |
| February 28, 2021 | 86.38% |
| January 31, 2021 | 86.38% |
| December 31, 2020 | 86.38% |
| November 30, 2020 | 86.38% |
| October 31, 2020 | 86.38% |
| September 30, 2020 | 86.38% |
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
64.15%
Minimum
Nov 2019
86.38%
Maximum
Apr 2020
84.87%
Average
86.38%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Malibu Boats Inc | 66.80% |
| Brunswick Corp | 60.43% |
| Marine Products Corp | 69.59% |
| US Lighting Group Inc | 99.50% |
| Orion Energy Systems Inc | 92.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.16 |
| Beta (5Y) | 1.608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.49% |
| Historical Sharpe Ratio (5Y) | -0.0067 |
| Historical Sortino (5Y) | -0.0101 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.67% |