Mayville Engineering Co Inc (MEC)
12.51
+0.25
(+2.04%)
USD |
NYSE |
Apr 25, 16:00
12.54
+0.03
(+0.24%)
After-Hours: 20:00
Mayville Engineering Max Drawdown (5Y): 72.77% for March 31, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Gates Industrial Corp PLC | 69.52% |
| Broadwind Inc | 87.79% |
| Ocean Power Technologies Inc | 99.87% |
| SIFCO Industries Inc | 90.37% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1171 |
| Beta (5Y) | 0.8920 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.53% |
| Historical Sharpe Ratio (5Y) | 0.2637 |
| Historical Sortino (5Y) | 0.62 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.20% |