Midland Capital Holdings Corp (MCPH)
28.75
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Midland Capital Holdings Max Drawdown (5Y): 83.03% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 83.03% |
| April 30, 2024 | 83.03% |
| March 31, 2024 | 83.03% |
| February 29, 2024 | 83.03% |
| January 31, 2024 | 83.03% |
| December 31, 2023 | 83.03% |
| November 30, 2023 | 83.03% |
| October 31, 2023 | 83.03% |
| September 30, 2023 | 83.03% |
| August 31, 2023 | 83.03% |
| July 31, 2023 | 83.03% |
| June 30, 2023 | 81.13% |
| May 31, 2023 | 81.13% |
| April 30, 2023 | 80.81% |
| March 31, 2023 | 80.81% |
| February 28, 2023 | 80.81% |
| January 31, 2023 | 80.81% |
| December 31, 2022 | 80.81% |
| November 30, 2022 | 80.81% |
| October 31, 2022 | 80.81% |
| September 30, 2022 | 71.45% |
| August 31, 2022 | 68.92% |
| July 31, 2022 | 68.92% |
| June 30, 2022 | 68.92% |
| May 31, 2022 | 68.28% |
| Date | Value |
|---|---|
| April 30, 2022 | 65.43% |
| March 31, 2022 | 65.43% |
| February 28, 2022 | 65.08% |
| January 31, 2022 | 65.08% |
| December 31, 2021 | 65.08% |
| November 30, 2021 | 65.08% |
| October 31, 2021 | 65.08% |
| September 30, 2021 | 65.08% |
| August 31, 2021 | 65.08% |
| July 31, 2021 | 65.08% |
| June 30, 2021 | 65.08% |
| May 31, 2021 | 65.08% |
| April 30, 2021 | 65.08% |
| March 31, 2021 | 65.08% |
| February 28, 2021 | 65.08% |
| January 31, 2021 | 65.08% |
| December 31, 2020 | 65.08% |
| November 30, 2020 | 65.08% |
| October 31, 2020 | 64.95% |
| September 30, 2020 | 61.94% |
| August 31, 2020 | 61.43% |
| July 31, 2020 | 61.43% |
| June 30, 2020 | 61.43% |
| May 31, 2020 | 61.43% |
| April 30, 2020 | 61.43% |
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
48.66%
Minimum
Feb 2020
83.03%
Maximum
Jul 2023
69.16%
Average
65.08%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Brookline Bancorp Inc | 54.48% |
| Broadway Financial Corp | 86.13% |
| Carver Bancorp Inc | 95.43% |
| Pathward Financial Inc | 64.89% |
| Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.98 |
| Beta (5Y) | -1.196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 171.4% |
| Historical Sharpe Ratio (5Y) | 0.021 |
| Historical Sortino (5Y) | 0.1734 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.31% |