Megatech Corp (MGTC)

0.05 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Megatech Max Drawdown (5Y): 89.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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L3Harris Technologies Inc 38.16%
Standex International Corp 65.63%
Tennant Co 43.14%
OPT Sciences Corp 38.07%
Optex Systems Holdings Inc 94.23%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 21.12
Beta (5Y) -0.8926
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 194.2%
Historical Sharpe Ratio (5Y) 0.0474
Historical Sortino (5Y) 0.1397
Monthly Value at Risk (VaR) 5% (5Y Lookback) 42.07%