Mayville Engineering Co Inc (MEC)

16.19 +0.24 (+1.50%) USD  |  NYSE  |  Dec 20, 16:00
16.23 +0.04 (+0.25%) After-Hours: 20:00
More

Mayville Engineering Max Drawdown (5Y): 76.62% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MEC.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Worthington Enterprises Inc 62.76%
Broadwind Inc 87.35%
Ocean Power Technologies Inc 99.88%
SIFCO Industries Inc 91.73%
Nuburu Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.896
Beta (5Y) 0.8975
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.14%
Historical Sharpe Ratio (5Y) 0.1798
Historical Sortino (5Y) 0.4021
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.15%