McRae Industries Inc (MCRAA)
46.10
+0.10
(+0.22%)
USD |
OTCM |
May 03, 13:44
McRae Industries Max Drawdown (5Y): 51.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.03% |
March 31, 2024 | 51.03% |
February 29, 2024 | 51.03% |
January 31, 2024 | 51.03% |
December 31, 2023 | 51.03% |
November 30, 2023 | 51.03% |
October 31, 2023 | 51.03% |
September 30, 2023 | 51.03% |
August 31, 2023 | 51.03% |
July 31, 2023 | 51.03% |
June 30, 2023 | 51.03% |
May 31, 2023 | 51.03% |
April 30, 2023 | 51.03% |
March 31, 2023 | 51.03% |
February 28, 2023 | 51.03% |
January 31, 2023 | 51.03% |
December 31, 2022 | 51.03% |
November 30, 2022 | 51.03% |
October 31, 2022 | 51.03% |
September 30, 2022 | 51.03% |
August 31, 2022 | 51.03% |
July 31, 2022 | 51.03% |
June 30, 2022 | 51.03% |
May 31, 2022 | 51.03% |
April 30, 2022 | 51.03% |
Date | Value |
---|---|
March 31, 2022 | 51.03% |
February 28, 2022 | 51.03% |
January 31, 2022 | 51.03% |
December 31, 2021 | 51.03% |
November 30, 2021 | 51.03% |
October 31, 2021 | 51.03% |
September 30, 2021 | 51.03% |
August 31, 2021 | 51.03% |
July 31, 2021 | 51.03% |
June 30, 2021 | 51.03% |
May 31, 2021 | 51.03% |
April 30, 2021 | 51.03% |
March 31, 2021 | 51.03% |
February 28, 2021 | 51.03% |
January 31, 2021 | 51.03% |
December 31, 2020 | 51.03% |
November 30, 2020 | 51.03% |
October 31, 2020 | 51.03% |
September 30, 2020 | 51.03% |
August 31, 2020 | 51.03% |
July 31, 2020 | 51.03% |
June 30, 2020 | 51.03% |
May 31, 2020 | 50.55% |
April 30, 2020 | 49.53% |
March 31, 2020 | 48.82% |
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
34.66%
Minimum
May 2019
51.03%
Maximum
Jun 2020
48.33%
Average
51.03%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Crocs Inc | 75.18% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.44 |
Beta (5Y) | 0.3258 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.68% |
Historical Sharpe Ratio (5Y) | 0.8067 |
Historical Sortino (5Y) | 0.8952 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.92% |