MPC Container Ships ASA (MPZZF)
1.785
-0.12
(-6.30%)
USD |
OTCM |
May 23, 11:31
MPC Container Ships Max Drawdown (5Y): 100.00% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 100.00% |
March 31, 2024 | 100.00% |
February 29, 2024 | 100.00% |
January 31, 2024 | 100.00% |
December 31, 2023 | 100.00% |
November 30, 2023 | 100.00% |
October 31, 2023 | 100.00% |
September 30, 2023 | 100.00% |
August 31, 2023 | 100.00% |
July 31, 2023 | 100.00% |
June 30, 2023 | 100.00% |
May 31, 2023 | 100.00% |
April 30, 2023 | 100.00% |
March 31, 2023 | 100.00% |
February 28, 2023 | 100.00% |
January 31, 2023 | 100.00% |
December 31, 2022 | 100.00% |
November 30, 2022 | 100.00% |
October 31, 2022 | 100.00% |
September 30, 2022 | 100.00% |
August 31, 2022 | 100.00% |
July 31, 2022 | 100.00% |
June 30, 2022 | 100.00% |
May 31, 2022 | 100.00% |
April 30, 2022 | 100.00% |
Date | Value |
---|---|
March 31, 2022 | 100.00% |
February 28, 2022 | 100.00% |
January 31, 2022 | 100.00% |
December 31, 2021 | 100.00% |
November 30, 2021 | 100.00% |
October 31, 2021 | 100.00% |
September 30, 2021 | 100.00% |
August 31, 2021 | 100.00% |
July 31, 2021 | 100.00% |
June 30, 2021 | 100.00% |
May 31, 2021 | 100.00% |
April 30, 2021 | 100.00% |
March 31, 2021 | 100.00% |
February 28, 2021 | 95.71% |
January 31, 2021 | 95.71% |
December 31, 2020 | 95.71% |
November 30, 2020 | 95.71% |
October 31, 2020 | 95.71% |
September 30, 2020 | 95.71% |
August 31, 2020 | 95.71% |
July 31, 2020 | 71.36% |
June 30, 2020 | 71.36% |
May 31, 2020 | 71.36% |
April 30, 2020 | 71.36% |
March 31, 2020 | 71.36% |
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
48.64%
Minimum
May 2019
100.00%
Maximum
Mar 2021
89.69%
Average
100.00%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Tomra Systems ASA | 79.06% |
Norwegian Air Shuttle ASA | 99.97% |
AMSC ASA | 65.23% |
NEL ASA | 90.05% |
Bonheur ASA | 34.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1429 |
Beta (5Y) | -0.1306 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 109.2% |
Historical Sharpe Ratio (5Y) | -0.012 |
Historical Sortino (5Y) | -0.0234 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.12% |