McRae Industries, Inc. (MCRAA)
51.20
0.00 (0.00%)
USD |
OTCM |
Oct 02, 16:00
McRae Industries Max Drawdown (5Y) : 15.29% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 15.29% |
| August 31, 2026 | 15.29% |
| July 31, 2026 | 15.29% |
| June 30, 2026 | 15.29% |
| May 31, 2026 | 17.42% |
| April 30, 2026 | 21.07% |
| March 31, 2026 | 25.75% |
| February 28, 2026 | 28.02% |
| January 31, 2026 | 34.56% |
| December 31, 2025 | 38.20% |
| November 30, 2025 | 42.13% |
| October 31, 2025 | 42.13% |
| September 30, 2025 | 42.16% |
| August 31, 2025 | 42.65% |
| July 31, 2025 | 47.10% |
| June 30, 2025 | 49.69% |
| May 31, 2025 | 50.84% |
| April 30, 2025 | 50.84% |
| March 31, 2025 | 50.84% |
| February 28, 2025 | 50.84% |
| January 31, 2025 | 50.84% |
| December 31, 2024 | 50.84% |
| November 30, 2024 | 50.84% |
| October 31, 2024 | 50.84% |
| September 30, 2024 | 50.84% |
| Date | Value |
|---|---|
| August 31, 2024 | 50.84% |
| July 31, 2024 | 50.84% |
| June 30, 2024 | 50.84% |
| May 31, 2024 | 50.84% |
| April 30, 2024 | 50.84% |
| March 31, 2024 | 50.84% |
| February 29, 2024 | 50.84% |
| January 31, 2024 | 50.84% |
| December 31, 2023 | 50.84% |
| November 30, 2023 | 50.84% |
| October 31, 2023 | 50.84% |
| September 30, 2023 | 50.84% |
| August 31, 2023 | 50.84% |
| July 31, 2023 | 50.84% |
| June 30, 2023 | 50.84% |
| May 31, 2023 | 50.84% |
| April 30, 2023 | 50.84% |
| March 31, 2023 | 50.84% |
| February 28, 2023 | 50.84% |
| January 31, 2023 | 50.84% |
| December 31, 2022 | 50.84% |
| November 30, 2022 | 50.84% |
| October 31, 2022 | 50.84% |
| September 30, 2022 | 50.84% |
| August 31, 2022 | 50.84% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Crocs, Inc. | 73.86% |
| NIKE, Inc. | 78.14% |
| Rocky Brands, Inc. | 80.25% |
| Wolverine World Wide, Inc. | 82.58% |
| Phoenix Footwear Group, Inc. | 96.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.036 |
| Beta (5Y) | 0.0557 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 10.12% |
| Historical Sharpe Ratio (5Y) | 0.7507 |
| Historical Sortino (5Y) | 1.276 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 4.07% |