Mercer International Inc (MERC)
6.24
+0.08
(+1.30%)
USD |
NASDAQ |
Mar 14, 16:00
6.235
0.00 (0.00%)
After-Hours: 20:00
Mercer International Max Drawdown (5Y): 65.92% for Feb. 28, 2025
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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
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Median
Max Drawdown (5Y) Benchmarks
| Flexible Solutions International Inc | 75.75% |
| Solitario Resources Corp | 83.21% |
| Paramount Gold Nevada Corp | 82.58% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.85 |
| Beta (5Y) | 1.204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.89% |
| Historical Sharpe Ratio (5Y) | -0.0399 |
| Historical Sortino (5Y) | -0.075 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.47% |