MRC Global Inc (MRC)
12.06
+0.24
(+2.03%)
USD |
NYSE |
Apr 23, 16:00
12.05
-0.01
(-0.08%)
After-Hours: 20:00
MRC Global Max Drawdown (5Y): 84.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 84.49% |
February 29, 2024 | 84.49% |
January 31, 2024 | 84.49% |
December 31, 2023 | 84.49% |
November 30, 2023 | 84.49% |
October 31, 2023 | 84.49% |
September 30, 2023 | 84.49% |
August 31, 2023 | 84.49% |
July 31, 2023 | 84.49% |
June 30, 2023 | 84.49% |
May 31, 2023 | 84.49% |
April 30, 2023 | 84.49% |
March 31, 2023 | 84.49% |
February 28, 2023 | 84.49% |
January 31, 2023 | 84.49% |
December 31, 2022 | 84.49% |
November 30, 2022 | 84.49% |
October 31, 2022 | 84.49% |
September 30, 2022 | 84.49% |
August 31, 2022 | 84.49% |
July 31, 2022 | 84.49% |
June 30, 2022 | 84.49% |
May 31, 2022 | 84.49% |
April 30, 2022 | 84.49% |
March 31, 2022 | 84.49% |
Date | Value |
---|---|
February 28, 2022 | 84.49% |
January 31, 2022 | 84.49% |
December 31, 2021 | 84.49% |
November 30, 2021 | 84.49% |
October 31, 2021 | 84.49% |
September 30, 2021 | 84.49% |
August 31, 2021 | 84.49% |
July 31, 2021 | 84.49% |
June 30, 2021 | 84.49% |
May 31, 2021 | 84.49% |
April 30, 2021 | 84.49% |
March 31, 2021 | 84.49% |
February 28, 2021 | 84.49% |
January 31, 2021 | 84.49% |
December 31, 2020 | 84.49% |
November 30, 2020 | 84.49% |
October 31, 2020 | 84.49% |
September 30, 2020 | 84.49% |
August 31, 2020 | 84.49% |
July 31, 2020 | 84.49% |
June 30, 2020 | 84.49% |
May 31, 2020 | 84.49% |
April 30, 2020 | 84.49% |
March 31, 2020 | 84.49% |
February 29, 2020 | 74.15% |
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
74.15%
Minimum
Apr 2019
84.49%
Maximum
Mar 2020
82.59%
Average
84.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Geospace Technologies Corp | 80.96% |
NOV Inc | 83.24% |
ChampionX Corp | 93.37% |
Superior Drilling Products Inc | 94.66% |
Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.36 |
Beta (5Y) | 1.991 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.25% |
Historical Sharpe Ratio (5Y) | -0.1391 |
Historical Sortino (5Y) | -0.2159 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.07% |