Marchex Inc (MCHX)
1.74
-0.14
(-7.45%)
USD |
NASDAQ |
Nov 13, 16:00
1.76
+0.02
(+1.15%)
After-Hours: 20:00
Marchex Max Drawdown (5Y): 77.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.31% |
| September 30, 2024 | 77.31% |
| August 31, 2024 | 77.31% |
| July 31, 2024 | 77.31% |
| June 30, 2024 | 77.31% |
| May 31, 2024 | 77.31% |
| April 30, 2024 | 77.31% |
| March 31, 2024 | 77.31% |
| February 29, 2024 | 77.31% |
| January 31, 2024 | 76.94% |
| December 31, 2023 | 76.94% |
| November 30, 2023 | 76.94% |
| October 31, 2023 | 76.94% |
| September 30, 2023 | 76.94% |
| August 31, 2023 | 76.94% |
| July 31, 2023 | 76.94% |
| June 30, 2023 | 76.94% |
| May 31, 2023 | 76.94% |
| April 30, 2023 | 76.94% |
| March 31, 2023 | 76.94% |
| February 28, 2023 | 76.94% |
| January 31, 2023 | 76.94% |
| December 31, 2022 | 76.94% |
| November 30, 2022 | 76.94% |
| October 31, 2022 | 76.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.94% |
| August 31, 2022 | 76.94% |
| July 31, 2022 | 76.94% |
| June 30, 2022 | 76.94% |
| May 31, 2022 | 77.12% |
| April 30, 2022 | 77.12% |
| March 31, 2022 | 77.12% |
| February 28, 2022 | 78.02% |
| January 31, 2022 | 78.75% |
| December 31, 2021 | 79.24% |
| November 30, 2021 | 79.24% |
| October 31, 2021 | 79.24% |
| September 30, 2021 | 79.24% |
| August 31, 2021 | 79.73% |
| July 31, 2021 | 79.73% |
| June 30, 2021 | 79.73% |
| May 31, 2021 | 79.73% |
| April 30, 2021 | 79.73% |
| March 31, 2021 | 79.73% |
| February 28, 2021 | 79.73% |
| January 31, 2021 | 79.73% |
| December 31, 2020 | 79.73% |
| November 30, 2020 | 79.73% |
| October 31, 2020 | 79.73% |
| September 30, 2020 | 79.73% |
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
76.94%
Minimum
Jun 2022
79.73%
Maximum
Nov 2019
78.23%
Average
77.31%
Median
Feb 2024
Max Drawdown (5Y) Benchmarks
| National CineMedia Inc | 98.63% |
| CMG Holdings Group Inc | 95.90% |
| Wiremedia Inc | 99.98% |
| Integral Ad Science Holding Corp | -- |
| Lendway Inc | 87.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.81 |
| Beta (5Y) | 1.965 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.45% |
| Historical Sharpe Ratio (5Y) | -0.2382 |
| Historical Sortino (5Y) | -0.3763 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.31% |