The Mosaic Co (MOS)
26.44
-0.14
(-0.55%)
USD |
NYSE |
Apr 15, 15:07
Mosaic Max Drawdown (5Y): 77.11% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Albemarle Corp | 77.94% |
| Balchem Corp | 33.89% |
| Innospec Inc | 40.98% |
| Alto Ingredients Inc | 98.21% |
| WD-40 Co | 54.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.047 |
| Beta (5Y) | 1.042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.31% |
| Historical Sharpe Ratio (5Y) | 0.4448 |
| Historical Sortino (5Y) | 0.9427 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.04% |