McGrath RentCorp (MGRC)

112.65 +0.67 (+0.60%) USD  |  NASDAQ  |  Dec 20, 16:00
112.42 -0.24 (-0.21%) After-Hours: 20:00
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McGrath RentCorp Max Drawdown (5Y): 43.97% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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WillScot Holdings Corp 60.05%
PROG Holdings Inc 80.84%
H&E Equipment Services Inc 76.53%
Willis Lease Finance Corp 79.76%
FTAI Aviation Ltd 72.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.6092
Beta (5Y) 0.7546
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.82%
Historical Sharpe Ratio (5Y) 0.3585
Historical Sortino (5Y) 0.4736
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.89%