Mag Mile Capital Inc (MMCP)

55.00 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Mag Mile Capital Max Drawdown (5Y): 99.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Federal Home Loan Mortgage Corp 90.70%
AVVAA World Health Care Products Inc 99.08%
Credit Acceptance Corp 56.93%
Horizon Technology Finance Corp 60.35%
IF Bancorp Inc 47.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -45.67
Beta (5Y) 2.887
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 213.0%
Historical Sharpe Ratio (5Y) -0.0334
Historical Sortino (5Y) -0.1181
Monthly Value at Risk (VaR) 5% (5Y Lookback) 46.91%