Mogul Energy International Inc (MGUY)
0.0036
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Mogul Energy International Max Drawdown (5Y): 98.88% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.88% |
| March 31, 2024 | 98.75% |
| February 29, 2024 | 98.58% |
| January 31, 2024 | 98.58% |
| December 31, 2023 | 98.32% |
| November 30, 2023 | 97.98% |
| October 31, 2023 | 97.98% |
| September 30, 2023 | 96.33% |
| August 31, 2023 | 96.33% |
| July 31, 2023 | 96.33% |
| June 30, 2023 | 96.33% |
| May 31, 2023 | 96.33% |
| April 30, 2023 | 96.33% |
| March 31, 2023 | 96.33% |
| February 28, 2023 | 96.33% |
| January 31, 2023 | 96.33% |
| December 31, 2022 | 96.33% |
| November 30, 2022 | 96.33% |
| October 31, 2022 | 96.33% |
| September 30, 2022 | 96.33% |
| August 31, 2022 | 96.33% |
| July 31, 2022 | 96.33% |
| June 30, 2022 | 96.33% |
| May 31, 2022 | 96.33% |
| April 30, 2022 | 96.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 96.33% |
| February 28, 2022 | 96.33% |
| January 31, 2022 | 96.33% |
| December 31, 2021 | 96.33% |
| November 30, 2021 | 96.33% |
| October 31, 2021 | 96.51% |
| September 30, 2021 | 97.33% |
| August 31, 2021 | 97.33% |
| July 31, 2021 | 97.33% |
| June 30, 2021 | 97.33% |
| May 31, 2021 | 97.60% |
| April 30, 2021 | 97.60% |
| March 31, 2021 | 97.60% |
| February 28, 2021 | 97.60% |
| January 31, 2021 | 97.60% |
| December 31, 2020 | 97.60% |
| November 30, 2020 | 97.60% |
| October 31, 2020 | 98.40% |
| September 30, 2020 | 98.40% |
| August 31, 2020 | 98.40% |
| July 31, 2020 | 98.40% |
| June 30, 2020 | 98.40% |
| May 31, 2020 | 98.40% |
| April 30, 2020 | 98.40% |
| March 31, 2020 | 98.40% |
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
96.33%
Minimum
Nov 2021
98.88%
Maximum
Apr 2024
97.42%
Average
97.60%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| ArcBest Corp | 67.84% |
| Allegiant Travel Co | 79.24% |
| Radiant Logistics Inc | 60.03% |
| Volato Group Inc | -- |
| flyExclusive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3134 |
| Beta (5Y) | 0.1385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 259.6% |
| Historical Sharpe Ratio (5Y) | 0.0047 |
| Historical Sortino (5Y) | 0.0198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 48.21% |