Motorcar Parts of America Inc (MPAA)

7.86 +0.05 (+0.64%) USD  |  NASDAQ  |  Dec 20, 16:00
7.87 +0.01 (+0.13%) Pre-Market: 20:00
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Motorcar Parts of America Max Drawdown (5Y): 83.50% 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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Dorman Products Inc 50.78%
Monro Inc 72.95%
Dana Inc 86.96%
Gentex Corp 35.99%
Strattec Security Corp 84.51%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -40.68
Beta (5Y) 1.527
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 59.94%
Historical Sharpe Ratio (5Y) -0.3383
Historical Sortino (5Y) -0.5263
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.85%