Marcus Corp (MCS)
21.82
+0.13
(+0.60%)
USD |
NYSE |
Nov 21, 16:00
21.84
+0.02
(+0.09%)
After-Hours: 20:00
Marcus Max Drawdown (5Y): 83.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.84% |
| September 30, 2024 | 83.84% |
| August 31, 2024 | 83.84% |
| July 31, 2024 | 83.84% |
| June 30, 2024 | 83.84% |
| May 31, 2024 | 83.84% |
| April 30, 2024 | 83.84% |
| March 31, 2024 | 83.84% |
| February 29, 2024 | 83.84% |
| January 31, 2024 | 83.84% |
| December 31, 2023 | 83.84% |
| November 30, 2023 | 83.84% |
| October 31, 2023 | 83.84% |
| September 30, 2023 | 83.84% |
| August 31, 2023 | 83.84% |
| July 31, 2023 | 83.84% |
| June 30, 2023 | 83.84% |
| May 31, 2023 | 83.84% |
| April 30, 2023 | 83.84% |
| March 31, 2023 | 83.84% |
| February 28, 2023 | 83.84% |
| January 31, 2023 | 83.84% |
| December 31, 2022 | 83.84% |
| November 30, 2022 | 83.84% |
| October 31, 2022 | 83.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 83.84% |
| August 31, 2022 | 83.84% |
| July 31, 2022 | 83.84% |
| June 30, 2022 | 83.84% |
| May 31, 2022 | 83.84% |
| April 30, 2022 | 83.84% |
| March 31, 2022 | 83.84% |
| February 28, 2022 | 83.84% |
| January 31, 2022 | 83.84% |
| December 31, 2021 | 83.84% |
| November 30, 2021 | 83.84% |
| October 31, 2021 | 83.84% |
| September 30, 2021 | 83.84% |
| August 31, 2021 | 83.84% |
| July 31, 2021 | 83.84% |
| June 30, 2021 | 83.84% |
| May 31, 2021 | 83.84% |
| April 30, 2021 | 83.84% |
| March 31, 2021 | 83.84% |
| February 28, 2021 | 83.84% |
| January 31, 2021 | 83.84% |
| December 31, 2020 | 83.84% |
| November 30, 2020 | 83.84% |
| October 31, 2020 | 83.84% |
| September 30, 2020 | 82.54% |
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
29.41%
Minimum
Nov 2019
83.84%
Maximum
Oct 2020
80.34%
Average
83.84%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| The Walt Disney Co | 60.72% |
| Paramount Global | 89.52% |
| Cineverse Corp | 98.98% |
| Gaia Inc | 90.83% |
| Liberty Formula One Group | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.76 |
| Beta (5Y) | 1.480 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.14% |
| Historical Sharpe Ratio (5Y) | -0.2389 |
| Historical Sortino (5Y) | -0.3122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.02% |