McGrath RentCorp (MGRC)
116.52
+0.92
(+0.80%)
USD |
NASDAQ |
Nov 05, 14:51
McGrath RentCorp Max Drawdown (5Y): 43.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.97% |
| September 30, 2024 | 43.97% |
| August 31, 2024 | 43.97% |
| July 31, 2024 | 43.97% |
| June 30, 2024 | 43.97% |
| May 31, 2024 | 43.97% |
| April 30, 2024 | 43.97% |
| March 31, 2024 | 43.97% |
| February 29, 2024 | 43.97% |
| January 31, 2024 | 43.97% |
| December 31, 2023 | 43.97% |
| November 30, 2023 | 43.97% |
| October 31, 2023 | 43.97% |
| September 30, 2023 | 43.97% |
| August 31, 2023 | 43.97% |
| July 31, 2023 | 43.97% |
| June 30, 2023 | 43.97% |
| May 31, 2023 | 43.97% |
| April 30, 2023 | 43.97% |
| March 31, 2023 | 43.97% |
| February 28, 2023 | 43.97% |
| January 31, 2023 | 43.97% |
| December 31, 2022 | 43.97% |
| November 30, 2022 | 43.97% |
| October 31, 2022 | 43.97% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.97% |
| August 31, 2022 | 43.97% |
| July 31, 2022 | 43.97% |
| June 30, 2022 | 43.97% |
| May 31, 2022 | 43.97% |
| April 30, 2022 | 43.97% |
| March 31, 2022 | 43.97% |
| February 28, 2022 | 43.97% |
| January 31, 2022 | 43.97% |
| December 31, 2021 | 43.97% |
| November 30, 2021 | 43.97% |
| October 31, 2021 | 43.97% |
| September 30, 2021 | 43.97% |
| August 31, 2021 | 43.97% |
| July 31, 2021 | 43.97% |
| June 30, 2021 | 43.97% |
| May 31, 2021 | 43.97% |
| April 30, 2021 | 43.97% |
| March 31, 2021 | 43.97% |
| February 28, 2021 | 43.97% |
| January 31, 2021 | 43.97% |
| December 31, 2020 | 43.97% |
| November 30, 2020 | 43.97% |
| October 31, 2020 | 43.97% |
| September 30, 2020 | 43.97% |
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
39.84%
Minimum
Nov 2019
43.97%
Maximum
Mar 2020
43.69%
Average
43.97%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -1.225 |
| Beta (5Y) | 0.7377 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.54% |
| Historical Sharpe Ratio (5Y) | 0.2808 |
| Historical Sortino (5Y) | 0.3677 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.89% |