Moog Inc (MOG.A)
195.90
+2.16
(+1.11%)
USD |
NYSE |
Nov 04, 16:00
195.92
+0.02
(+0.01%)
Pre-Market: 20:00
Moog Max Drawdown (5Y): 74.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.34% |
| September 30, 2024 | 74.34% |
| August 31, 2024 | 74.34% |
| July 31, 2024 | 74.34% |
| June 30, 2024 | 74.34% |
| May 31, 2024 | 74.34% |
| April 30, 2024 | 74.34% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
74.34%
Maximum
Nov 2021
69.11%
Average
74.34%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Textron Inc | 69.96% |
| Ducommun Inc | 70.83% |
| Astronics Corp | 87.10% |
| Heico Corp | 49.70% |
| Woodward Inc | 60.61% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.889 |
| Beta (5Y) | 1.134 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.40% |
| Historical Sharpe Ratio (5Y) | 0.3562 |
| Historical Sortino (5Y) | 0.4863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |