Mueller Industries Inc (MLI)

80.60 +0.98 (+1.24%) USD  |  NYSE  |  Dec 24, 13:00
80.60 0.00 (0.00%) After-Hours: 13:15
More

Mueller Industries Max Drawdown (5Y): 56.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MLI.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Aqua Metals Inc 99.00%
Chicago Rivet & Machine Co 58.85%
CPI Aerostructures Inc 92.55%
Hyperscale Data Inc 100.00%
Espey Manufacturing & Electronics Corp 54.31%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 25.09
Beta (5Y) 0.9922
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.40%
Historical Sharpe Ratio (5Y) 1.083
Historical Sortino (5Y) 1.738
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.20%