Morgan Group Holding Co (MGHL)
0.45
0.00 (0.00%)
USD |
OTCM |
Nov 01, 16:00
Morgan Group Max Drawdown (5Y): 99.89% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 99.89% |
| August 31, 2024 | 99.89% |
| July 31, 2024 | 99.89% |
| June 30, 2024 | 99.89% |
| May 31, 2024 | 99.89% |
| April 30, 2024 | 99.28% |
| March 31, 2024 | 99.00% |
| February 29, 2024 | 99.00% |
| January 31, 2024 | 99.00% |
| December 31, 2023 | 99.00% |
| November 30, 2023 | 98.89% |
| October 31, 2023 | 98.89% |
| September 30, 2023 | 98.89% |
| August 31, 2023 | 98.89% |
| July 31, 2023 | 98.89% |
| June 30, 2023 | 98.89% |
| May 31, 2023 | 98.89% |
| April 30, 2023 | 98.89% |
| March 31, 2023 | 98.89% |
| February 28, 2023 | 98.89% |
| January 31, 2023 | 98.89% |
| December 31, 2022 | 98.89% |
| November 30, 2022 | 98.89% |
| October 31, 2022 | 98.89% |
| September 30, 2022 | 98.89% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.89% |
| July 31, 2022 | 98.89% |
| June 30, 2022 | 98.89% |
| May 31, 2022 | 98.87% |
| April 30, 2022 | 98.61% |
| March 31, 2022 | 98.28% |
| February 28, 2022 | 98.22% |
| January 31, 2022 | 98.11% |
| December 31, 2021 | 97.61% |
| November 30, 2021 | 96.11% |
| October 31, 2021 | 94.44% |
| September 30, 2021 | 94.44% |
| August 31, 2021 | 94.44% |
| July 31, 2021 | 94.44% |
| June 30, 2021 | 94.44% |
| May 31, 2021 | 94.44% |
| April 30, 2021 | 93.33% |
| March 31, 2021 | 93.33% |
| February 28, 2021 | 93.33% |
| January 31, 2021 | 93.18% |
| December 31, 2020 | 93.18% |
| November 30, 2020 | 93.18% |
| October 31, 2020 | 93.18% |
| September 30, 2020 | 93.18% |
| August 31, 2020 | 92.63% |
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
92.63%
Minimum
Nov 2019
99.89%
Maximum
May 2024
96.60%
Average
98.61%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| MarketAxess Holdings Inc | 66.14% |
| Siebert Financial Corp | 94.06% |
| Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -60.15 |
| Beta (5Y) | 0.6127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 385.3% |
| Historical Sharpe Ratio (5Y) | -0.1344 |
| Historical Sortino (5Y) | -0.8288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 45.80% |