Mesa Laboratories Inc (MLAB)
102.88
+2.14
(+2.12%)
USD |
NASDAQ |
Apr 22, 16:00
102.58
-0.30
(-0.29%)
After-Hours: 20:00
Mesa Laboratories Max Drawdown (5Y): 74.40% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 74.40% |
| February 29, 2024 | 74.40% |
| January 31, 2024 | 74.40% |
| December 31, 2023 | 74.40% |
| November 30, 2023 | 74.40% |
| October 31, 2023 | 71.59% |
| September 30, 2023 | 68.42% |
| August 31, 2023 | 64.25% |
| July 31, 2023 | 64.25% |
| June 30, 2023 | 64.25% |
| May 31, 2023 | 64.25% |
| April 30, 2023 | 64.25% |
| March 31, 2023 | 64.25% |
| February 28, 2023 | 64.25% |
| January 31, 2023 | 64.25% |
| December 31, 2022 | 64.25% |
| November 30, 2022 | 64.25% |
| October 31, 2022 | 64.25% |
| September 30, 2022 | 57.91% |
| August 31, 2022 | 49.39% |
| July 31, 2022 | 45.13% |
| June 30, 2022 | 45.13% |
| May 31, 2022 | 37.26% |
| April 30, 2022 | 35.69% |
| March 31, 2022 | 29.39% |
| Date | Value |
|---|---|
| February 28, 2022 | 29.39% |
| January 31, 2022 | 29.39% |
| December 31, 2021 | 29.39% |
| November 30, 2021 | 29.39% |
| October 31, 2021 | 29.39% |
| September 30, 2021 | 29.39% |
| August 31, 2021 | 29.39% |
| July 31, 2021 | 29.39% |
| June 30, 2021 | 29.39% |
| May 31, 2021 | 29.39% |
| April 30, 2021 | 29.39% |
| March 31, 2021 | 29.39% |
| February 28, 2021 | 29.39% |
| January 31, 2021 | 29.39% |
| December 31, 2020 | 29.39% |
| November 30, 2020 | 34.53% |
| October 31, 2020 | 34.53% |
| September 30, 2020 | 34.53% |
| August 31, 2020 | 34.53% |
| July 31, 2020 | 34.53% |
| June 30, 2020 | 34.53% |
| May 31, 2020 | 34.53% |
| April 30, 2020 | 34.53% |
| March 31, 2020 | 34.53% |
| February 29, 2020 | 34.53% |
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
29.39%
Minimum
Dec 2020
74.40%
Maximum
Nov 2023
44.56%
Average
34.53%
Median
Aug 2019
Max Drawdown (5Y) Benchmarks
| Cognex Corp | 62.68% |
| Sono-Tek Corp | 53.33% |
| Focus Universal Inc | 97.35% |
| Keysight Technologies Inc | 42.62% |
| Qorvo Inc | 60.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.32 |
| Beta (5Y) | 0.8288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.52% |
| Historical Sharpe Ratio (5Y) | -0.4025 |
| Historical Sortino (5Y) | -0.7079 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.23% |