Morgan Group Holding Co (MGHL)
0.50
0.00 (0.00%)
USD |
OTCM |
Jun 27, 16:00
Morgan Group Max Drawdown (5Y): 99.89% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
August 31, 2022 | 98.89% |
July 31, 2022 | 98.89% |
June 30, 2022 | 98.89% |
May 31, 2022 | 98.87% |
Date | Value |
---|---|
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% |
July 31, 2020 | 92.63% |
June 30, 2020 | 92.63% |
May 31, 2020 | 92.63% |
April 30, 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
Jun 2019
99.89%
Maximum
May 2024
96.05%
Average
96.86%
Median
Max Drawdown (5Y) Benchmarks
Riot Platforms Inc | 98.32% |
BGC Group Inc | 73.98% |
MarketAxess Holdings Inc | 65.39% |
Siebert Financial Corp | 94.06% |
Mawson Infrastructure Group Inc | 99.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -50.37 |
Beta (5Y) | 0.8296 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.7% |
Historical Sharpe Ratio (5Y) | -0.3079 |
Historical Sortino (5Y) | -0.6979 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.61% |