Moog Inc (MOG.A)
154.67
+0.60
(+0.39%)
USD |
NYSE |
Apr 18, 13:43
Moog Max Drawdown (5Y): 74.34% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 74.34% |
| February 29, 2024 | 74.34% |
| January 31, 2024 | 74.34% |
| December 31, 2023 | 74.34% |
| November 30, 2023 | 74.34% |
| October 31, 2023 | 74.34% |
| September 30, 2023 | 74.34% |
| August 31, 2023 | 74.34% |
| July 31, 2023 | 74.34% |
| June 30, 2023 | 74.34% |
| May 31, 2023 | 74.34% |
| April 30, 2023 | 74.34% |
| March 31, 2023 | 74.34% |
| February 28, 2023 | 74.34% |
| January 31, 2023 | 74.34% |
| December 31, 2022 | 74.34% |
| November 30, 2022 | 74.34% |
| October 31, 2022 | 74.34% |
| September 30, 2022 | 74.34% |
| August 31, 2022 | 74.34% |
| July 31, 2022 | 74.34% |
| June 30, 2022 | 74.34% |
| May 31, 2022 | 74.34% |
| April 30, 2022 | 74.34% |
| March 31, 2022 | 74.34% |
| Date | Value |
|---|---|
| February 28, 2022 | 74.34% |
| January 31, 2022 | 74.34% |
| December 31, 2021 | 74.34% |
| November 30, 2021 | 74.34% |
| October 31, 2021 | 63.70% |
| September 30, 2021 | 63.70% |
| August 31, 2021 | 63.70% |
| July 31, 2021 | 63.70% |
| June 30, 2021 | 63.70% |
| May 31, 2021 | 63.70% |
| April 30, 2021 | 63.70% |
| March 31, 2021 | 63.70% |
| February 28, 2021 | 63.70% |
| January 31, 2021 | 63.70% |
| December 31, 2020 | 63.70% |
| November 30, 2020 | 63.70% |
| October 31, 2020 | 63.70% |
| September 30, 2020 | 63.70% |
| August 31, 2020 | 63.70% |
| July 31, 2020 | 63.70% |
| June 30, 2020 | 63.70% |
| May 31, 2020 | 63.70% |
| April 30, 2020 | 63.70% |
| March 31, 2020 | 63.70% |
| February 29, 2020 | 49.14% |
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
49.14%
Minimum
Apr 2019
74.34%
Maximum
Nov 2021
66.17%
Average
63.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AeroVironment Inc | 61.02% |
| Boeing Co | 77.92% |
| Textron Inc | 69.96% |
| Rocket Lab USA Inc | -- |
| XTI Aerospace Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.316 |
| Beta (5Y) | 1.189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.84% |
| Historical Sharpe Ratio (5Y) | 0.2605 |
| Historical Sortino (5Y) | 0.3623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.48% |