Megatech Corp (MGTC)
0.155
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Megatech Max Drawdown (5Y): 89.47% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 89.47% |
| August 31, 2024 | 89.47% |
| July 31, 2024 | 89.47% |
| June 30, 2024 | 89.47% |
| May 31, 2024 | 89.47% |
| April 30, 2024 | 89.47% |
| March 31, 2024 | 89.47% |
| February 29, 2024 | 89.47% |
| January 31, 2024 | 89.47% |
| December 31, 2023 | 89.47% |
| November 30, 2023 | 89.47% |
| October 31, 2023 | 89.47% |
| September 30, 2023 | 89.47% |
| August 31, 2023 | 89.47% |
| July 31, 2023 | 89.47% |
| June 30, 2023 | 89.47% |
| May 31, 2023 | 89.47% |
| April 30, 2023 | 89.47% |
| March 31, 2023 | 89.47% |
| February 28, 2023 | 89.47% |
| January 31, 2023 | 89.47% |
| December 31, 2022 | 89.47% |
| November 30, 2022 | 89.47% |
| October 31, 2022 | 89.47% |
| September 30, 2022 | 89.47% |
| Date | Value |
|---|---|
| August 31, 2022 | 89.47% |
| July 31, 2022 | 89.47% |
| June 30, 2022 | 89.47% |
| May 31, 2022 | 89.47% |
| April 30, 2022 | 89.47% |
| March 31, 2022 | 89.47% |
| February 28, 2022 | 89.47% |
| January 31, 2022 | 89.47% |
| December 31, 2021 | 89.47% |
| November 30, 2021 | 89.47% |
| October 31, 2021 | 89.47% |
| September 30, 2021 | 83.32% |
| August 31, 2021 | 83.32% |
| July 31, 2021 | 90.00% |
| June 30, 2021 | 90.00% |
| May 31, 2021 | 90.00% |
| April 30, 2021 | 93.33% |
| March 31, 2021 | 93.33% |
| February 28, 2021 | 93.33% |
| January 31, 2021 | 93.33% |
| December 31, 2020 | 93.33% |
| November 30, 2020 | 93.33% |
| October 31, 2020 | 93.33% |
| September 30, 2020 | 93.33% |
| August 31, 2020 | 93.33% |
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
83.32%
Minimum
Aug 2021
93.33%
Maximum
Nov 2019
90.47%
Average
89.47%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| L3Harris Technologies Inc | 38.16% |
| Standex International Corp | 65.63% |
| Tennant Co | 43.14% |
| OPT Sciences Corp | 37.12% |
| Optex Systems Holdings Inc | 87.54% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.95 |
| Beta (5Y) | -0.8437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 187.5% |
| Historical Sharpe Ratio (5Y) | 0.1036 |
| Historical Sortino (5Y) | 0.2912 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.07% |