MRC Global Inc (MRC)
10.25
-0.07
(-0.68%)
USD |
NYSE |
Sep 29, 16:00
10.25
0.00 (0.00%)
After-Hours: 20:00
MRC Global Max Drawdown (5Y): 84.49% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 74.15% |
| December 31, 2019 | 74.15% |
| November 30, 2019 | 74.15% |
| October 31, 2019 | 74.15% |
| September 30, 2019 | 74.15% |
| August 31, 2019 | 74.15% |
| July 31, 2019 | 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
Oct 2018
84.49%
Maximum
Mar 2020
81.51%
Average
84.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Geospace Technologies Corp | 86.54% |
| Dril-Quip Inc | 76.82% |
| Superior Drilling Products Inc | 94.66% |
| ChampionX Corp | 93.37% |
| Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.54 |
| Beta (5Y) | 2.237 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.46% |
| Historical Sharpe Ratio (5Y) | 0.0174 |
| Historical Sortino (5Y) | 0.0282 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.22% |