Mayville Engineering Co Inc (MEC)
16.98
+0.42
(+2.54%)
USD |
NYSE |
Nov 22, 15:23
Mayville Engineering Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
Worthington Enterprises Inc | 62.76% |
Broadwind Inc | 87.35% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 87.41% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.158 |
Beta (5Y) | 0.9727 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.66% |
Historical Sharpe Ratio (5Y) | 0.3003 |
Historical Sortino (5Y) | 0.6678 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.87% |