Morgan Advanced Materials Plc (MCRUF)
3.40
0.00 (0.00%)
USD |
OTCM |
Oct 02, 16:00
Morgan Advanced Materials Max Drawdown (5Y) : 56.48% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 56.48% |
| August 31, 2026 | 56.48% |
| July 31, 2026 | 56.48% |
| June 30, 2026 | 56.48% |
| May 31, 2026 | 56.48% |
| April 30, 2026 | 56.48% |
| March 31, 2026 | 56.48% |
| February 28, 2026 | 56.48% |
| January 31, 2026 | 56.48% |
| December 31, 2025 | 56.48% |
| November 30, 2025 | 56.48% |
| October 31, 2025 | 56.48% |
| September 30, 2025 | 56.48% |
| August 31, 2025 | 56.48% |
| July 31, 2025 | 56.48% |
| June 30, 2025 | 56.48% |
| May 31, 2025 | 56.48% |
| April 30, 2025 | 56.48% |
| March 31, 2025 | 56.48% |
| February 28, 2025 | 56.48% |
| January 31, 2025 | 56.48% |
| December 31, 2024 | 56.48% |
| November 30, 2024 | 56.48% |
| October 31, 2024 | 56.48% |
| September 30, 2024 | 56.48% |
| Date | Value |
|---|---|
| August 31, 2024 | 56.48% |
| July 31, 2024 | 56.48% |
| June 30, 2024 | 56.48% |
| May 31, 2024 | 56.48% |
| April 30, 2024 | 56.48% |
| March 31, 2024 | 56.48% |
| February 29, 2024 | 56.48% |
| January 31, 2024 | 56.48% |
| December 31, 2023 | 56.48% |
| November 30, 2023 | 56.48% |
| October 31, 2023 | 56.48% |
| September 30, 2023 | 53.56% |
| August 31, 2023 | 53.56% |
| July 31, 2023 | 53.56% |
| June 30, 2023 | 53.56% |
| May 31, 2023 | 53.56% |
| April 30, 2023 | 53.56% |
| March 31, 2023 | 53.56% |
| February 28, 2023 | 53.56% |
| January 31, 2023 | 53.56% |
| December 31, 2022 | 53.56% |
| November 30, 2022 | 53.56% |
| October 31, 2022 | 53.56% |
| September 30, 2022 | 53.56% |
| August 31, 2022 | 49.52% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Noritake Co., Ltd. | -- |
| Astec Industries, Inc. | 62.42% |
| Pentair plc | 52.37% |
| Smiths Group Plc | 29.18% |
| CNH Industrial NV | 47.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.29 |
| Beta (5Y) | 1.070 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.69% |
| Historical Sharpe Ratio (5Y) | -0.2406 |
| Historical Sortino (5Y) | -0.4193 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.95% |