MasterCraft Boat Holdings Inc (MCFT)

18.41 -0.14 (-0.75%) USD  |  NASDAQ  |  Dec 20, 16:00
18.41 0.00 (0.00%) After-Hours: 20:00
More

MasterCraft Boat Holdings Max Drawdown (5Y): 86.38% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MCFT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Brunswick Corp 60.43%
Marine Products Corp 69.59%
Malibu Boats Inc 66.80%
US Lighting Group Inc 99.58%
Orion Energy Systems Inc 93.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -19.38
Beta (5Y) 1.645
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 60.08%
Historical Sharpe Ratio (5Y) 0.0431
Historical Sortino (5Y) 0.0656
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.67%