MISTRAS Group Inc (MG)
9.45
+0.21
(+2.27%)
USD |
NYSE |
May 03, 16:00
9.45
0.00 (0.00%)
After-Hours: 20:00
MISTRAS Group Max Drawdown (5Y): 88.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.95% |
March 31, 2024 | 88.95% |
February 29, 2024 | 88.95% |
January 31, 2024 | 88.95% |
December 31, 2023 | 88.95% |
November 30, 2023 | 88.95% |
October 31, 2023 | 88.95% |
September 30, 2023 | 88.95% |
August 31, 2023 | 88.95% |
July 31, 2023 | 88.95% |
June 30, 2023 | 88.95% |
May 31, 2023 | 88.95% |
April 30, 2023 | 88.95% |
March 31, 2023 | 88.95% |
February 28, 2023 | 88.95% |
January 31, 2023 | 88.95% |
December 31, 2022 | 88.95% |
November 30, 2022 | 88.95% |
October 31, 2022 | 88.95% |
September 30, 2022 | 88.95% |
August 31, 2022 | 88.95% |
July 31, 2022 | 88.95% |
June 30, 2022 | 88.95% |
May 31, 2022 | 88.95% |
April 30, 2022 | 88.95% |
Date | Value |
---|---|
March 31, 2022 | 88.95% |
February 28, 2022 | 88.95% |
January 31, 2022 | 88.95% |
December 31, 2021 | 88.95% |
November 30, 2021 | 88.95% |
October 31, 2021 | 88.95% |
September 30, 2021 | 88.95% |
August 31, 2021 | 88.95% |
July 31, 2021 | 88.95% |
June 30, 2021 | 88.95% |
May 31, 2021 | 88.95% |
April 30, 2021 | 88.95% |
March 31, 2021 | 88.95% |
February 28, 2021 | 88.95% |
January 31, 2021 | 88.95% |
December 31, 2020 | 88.95% |
November 30, 2020 | 88.95% |
October 31, 2020 | 88.95% |
September 30, 2020 | 88.95% |
August 31, 2020 | 88.95% |
July 31, 2020 | 88.95% |
June 30, 2020 | 88.95% |
May 31, 2020 | 88.95% |
April 30, 2020 | 88.95% |
March 31, 2020 | 88.95% |
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
52.56%
Minimum
May 2019
88.95%
Maximum
Mar 2020
83.27%
Average
88.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Compx International Inc | 37.85% |
NAPCO Security Technologies Inc | 60.30% |
Universal Security Instruments Inc | 94.92% |
Iveda Solutions Inc | 97.17% |
VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -29.17 |
Beta (5Y) | 1.663 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.54% |
Historical Sharpe Ratio (5Y) | -0.1729 |
Historical Sortino (5Y) | -0.2635 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.16% |