Mainfreight Ltd (MFGHF)
41.96
0.00 (0.00%)
USD |
OTCM |
Jun 14, 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% |