Mainfreight Ltd (MFGHF)
41.96
0.00 (0.00%)
USD |
OTCM |
Jun 21, 16:00
Mainfreight Max Drawdown (5Y): 42.85% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 42.85% |
| April 30, 2024 | 42.85% |
| March 31, 2024 | 42.85% |
| February 29, 2024 | 42.85% |
| January 31, 2024 | 42.85% |
| December 31, 2023 | 42.85% |
| November 30, 2023 | 42.85% |
| October 31, 2023 | 42.85% |
| September 30, 2023 | 42.85% |
| August 31, 2023 | 39.53% |
| July 31, 2023 | 39.53% |
| June 30, 2023 | 39.53% |
| May 31, 2023 | 38.97% |
| April 30, 2023 | 38.97% |
| March 31, 2023 | 38.97% |
| February 28, 2023 | 38.97% |
| January 31, 2023 | 38.97% |
| December 31, 2022 | 37.10% |
| November 30, 2022 | 37.10% |
| October 31, 2022 | 37.10% |
| September 30, 2022 | 37.10% |
| August 31, 2022 | 35.10% |
| July 31, 2022 | 35.10% |
| June 30, 2022 | 22.57% |
| May 31, 2022 | 22.57% |
| Date | Value |
|---|---|
| April 30, 2022 | 22.57% |
| March 31, 2022 | 22.57% |
| February 28, 2022 | 22.25% |
| January 31, 2022 | 18.31% |
| December 31, 2021 | 10.25% |
| November 30, 2021 | 10.25% |
| October 31, 2021 | 8.82% |
| September 30, 2021 | 8.82% |
| August 31, 2021 | 8.82% |
| July 31, 2021 | 8.82% |
| June 30, 2021 | 8.82% |
| May 31, 2021 | 8.82% |
| April 30, 2021 | 8.82% |
| March 31, 2021 | 8.82% |
| February 28, 2021 | 4.50% |
| January 31, 2021 | 4.50% |
| December 31, 2020 | 4.50% |
| November 30, 2020 | 4.50% |
| October 31, 2020 | 4.50% |
| September 30, 2020 | 4.50% |
| August 31, 2020 | 4.50% |
| July 31, 2020 | 4.50% |
| June 30, 2020 | 4.50% |
| May 31, 2020 | 4.50% |
| April 30, 2020 | 4.50% |
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
Jun 2019
42.85%
Maximum
Sep 2023
20.20%
Average
10.25%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| SSHT S&T Group Ltd | 97.63% |
| Air New Zealand Ltd | 86.82% |
| Auckland International Airport Ltd | 56.42% |
| Scott Technology Ltd | -- |
| Freightways Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.97 |
| Beta (5Y) | -0.0656 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.88% |
| Historical Sharpe Ratio (5Y) | 0.3361 |
| Historical Sortino (5Y) | 0.7986 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.76% |