Mercer International Inc (MERC)
6.40
+0.04
(+0.63%)
USD |
NASDAQ |
Nov 22, 16:00
6.42
+0.02
(+0.31%)
After-Hours: 20:00
Mercer International Max Drawdown (5Y): 65.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.92% |
| September 30, 2024 | 65.92% |
| August 31, 2024 | 65.92% |
| July 31, 2024 | 65.92% |
| June 30, 2024 | 65.92% |
| May 31, 2024 | 65.92% |
| April 30, 2024 | 65.92% |
| March 31, 2024 | 65.92% |
| February 29, 2024 | 65.92% |
| January 31, 2024 | 65.92% |
| December 31, 2023 | 65.92% |
| November 30, 2023 | 65.92% |
| October 31, 2023 | 65.92% |
| September 30, 2023 | 65.92% |
| August 31, 2023 | 65.92% |
| July 31, 2023 | 65.92% |
| June 30, 2023 | 65.92% |
| May 31, 2023 | 65.92% |
| April 30, 2023 | 65.92% |
| March 31, 2023 | 65.92% |
| February 28, 2023 | 65.92% |
| January 31, 2023 | 65.92% |
| December 31, 2022 | 65.92% |
| November 30, 2022 | 65.92% |
| October 31, 2022 | 65.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.92% |
| August 31, 2022 | 65.92% |
| July 31, 2022 | 65.92% |
| June 30, 2022 | 65.92% |
| May 31, 2022 | 65.92% |
| April 30, 2022 | 65.92% |
| March 31, 2022 | 65.92% |
| February 28, 2022 | 65.92% |
| January 31, 2022 | 65.92% |
| December 31, 2021 | 65.92% |
| November 30, 2021 | 65.92% |
| October 31, 2021 | 65.92% |
| September 30, 2021 | 65.92% |
| August 31, 2021 | 65.92% |
| July 31, 2021 | 65.92% |
| June 30, 2021 | 65.92% |
| May 31, 2021 | 65.92% |
| April 30, 2021 | 65.92% |
| March 31, 2021 | 65.92% |
| February 28, 2021 | 65.92% |
| January 31, 2021 | 65.92% |
| December 31, 2020 | 65.92% |
| November 30, 2020 | 65.92% |
| October 31, 2020 | 65.92% |
| September 30, 2020 | 64.36% |
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
60.72%
Minimum
Nov 2019
65.92%
Maximum
Oct 2020
65.15%
Average
65.92%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Orbite Technologies Inc | 100.00% |
| Olympic Steel Inc | 74.28% |
| Flexible Solutions International Inc | 75.75% |
| Paramount Gold Nevada Corp | 82.58% |
| Gold Royalty Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.58 |
| Beta (5Y) | 1.346 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.57% |
| Historical Sharpe Ratio (5Y) | -0.257 |
| Historical Sortino (5Y) | -0.4596 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.60% |