Miller Industries Inc (MLR)
49.00
-0.72
(-1.45%)
USD |
NYSE |
Apr 25, 16:00
49.00
0.00 (0.00%)
Pre-Market: 20:00
Miller Industries Max Drawdown (5Y): 53.25% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 53.25% |
| February 29, 2024 | 53.25% |
| January 31, 2024 | 53.25% |
| December 31, 2023 | 53.25% |
| November 30, 2023 | 53.25% |
| October 31, 2023 | 53.25% |
| September 30, 2023 | 53.25% |
| August 31, 2023 | 53.25% |
| July 31, 2023 | 53.25% |
| June 30, 2023 | 53.25% |
| May 31, 2023 | 53.25% |
| April 30, 2023 | 53.25% |
| March 31, 2023 | 53.25% |
| February 28, 2023 | 53.25% |
| January 31, 2023 | 53.25% |
| December 31, 2022 | 53.25% |
| November 30, 2022 | 53.25% |
| October 31, 2022 | 53.25% |
| September 30, 2022 | 53.25% |
| August 31, 2022 | 51.99% |
| July 31, 2022 | 51.99% |
| June 30, 2022 | 51.40% |
| May 31, 2022 | 48.90% |
| April 30, 2022 | 42.10% |
| March 31, 2022 | 40.03% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.50% |
| January 31, 2022 | 32.65% |
| December 31, 2021 | 31.80% |
| November 30, 2021 | 31.80% |
| October 31, 2021 | 31.80% |
| September 30, 2021 | 31.80% |
| August 31, 2021 | 31.80% |
| July 31, 2021 | 31.80% |
| June 30, 2021 | 31.80% |
| May 31, 2021 | 31.80% |
| April 30, 2021 | 31.80% |
| March 31, 2021 | 31.80% |
| February 28, 2021 | 31.80% |
| January 31, 2021 | 31.80% |
| December 31, 2020 | 31.80% |
| November 30, 2020 | 31.80% |
| October 31, 2020 | 31.80% |
| September 30, 2020 | 31.80% |
| August 31, 2020 | 31.80% |
| July 31, 2020 | 31.80% |
| June 30, 2020 | 31.80% |
| May 31, 2020 | 31.80% |
| April 30, 2020 | 31.80% |
| March 31, 2020 | 31.80% |
| February 29, 2020 | 30.91% |
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
30.91%
Minimum
Apr 2019
53.25%
Maximum
Sep 2022
40.11%
Average
31.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Worksport Ltd | 99.57% |
| Luminar Technologies Inc | 95.96% |
| SES AI Corp | -- |
| Harley-Davidson Inc | 73.29% |
| Arcimoto Inc | 99.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.026 |
| Beta (5Y) | 1.047 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.13% |
| Historical Sharpe Ratio (5Y) | 0.3921 |
| Historical Sortino (5Y) | 0.7627 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.33% |