Morgan Advanced Materials PLC (MCRUF)
3.68
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
Morgan Advanced Materials Max Drawdown (5Y): 58.28% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 58.28% |
February 29, 2024 | 58.28% |
January 31, 2024 | 58.28% |
December 31, 2023 | 58.28% |
November 30, 2023 | 58.28% |
October 31, 2023 | 58.28% |
September 30, 2023 | 54.38% |
August 31, 2023 | 54.38% |
July 31, 2023 | 54.38% |
June 30, 2023 | 54.38% |
May 31, 2023 | 54.38% |
April 30, 2023 | 54.38% |
March 31, 2023 | 54.38% |
February 28, 2023 | 54.38% |
January 31, 2023 | 54.38% |
December 31, 2022 | 54.38% |
November 30, 2022 | 54.38% |
October 31, 2022 | 54.38% |
September 30, 2022 | 54.38% |
August 31, 2022 | 52.36% |
July 31, 2022 | 52.36% |
June 30, 2022 | 52.36% |
May 31, 2022 | 52.36% |
April 30, 2022 | 52.36% |
March 31, 2022 | 52.36% |
Date | Value |
---|---|
February 28, 2022 | 52.36% |
January 31, 2022 | 52.36% |
December 31, 2021 | 52.36% |
November 30, 2021 | 52.36% |
October 31, 2021 | 52.36% |
September 30, 2021 | 52.36% |
August 31, 2021 | 52.36% |
July 31, 2021 | 52.36% |
June 30, 2021 | 52.36% |
May 31, 2021 | 52.36% |
April 30, 2021 | 52.36% |
March 31, 2021 | 52.36% |
February 28, 2021 | 52.36% |
January 31, 2021 | 52.36% |
December 31, 2020 | 52.36% |
November 30, 2020 | 52.36% |
October 31, 2020 | 52.36% |
September 30, 2020 | 52.36% |
August 31, 2020 | 52.36% |
July 31, 2020 | 52.36% |
June 30, 2020 | 52.36% |
May 31, 2020 | 52.36% |
April 30, 2020 | 52.36% |
March 31, 2020 | 52.36% |
February 29, 2020 | 50.35% |
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
50.35%
Minimum
Apr 2019
58.28%
Maximum
Oct 2023
53.02%
Average
52.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 67.99% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.97 |
Beta (5Y) | 0.9872 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.22% |
Historical Sharpe Ratio (5Y) | 0.0454 |
Historical Sortino (5Y) | 0.0821 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.46% |