Moro Corp (MRCR)
2.05
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Moro Max Drawdown (5Y): 52.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 52.67% |
| August 31, 2024 | 52.67% |
| July 31, 2024 | 52.67% |
| June 30, 2024 | 52.67% |
| May 31, 2024 | 52.67% |
| April 30, 2024 | 52.67% |
| March 31, 2024 | 52.67% |
| February 29, 2024 | 52.67% |
| January 31, 2024 | 52.67% |
| December 31, 2023 | 52.67% |
| November 30, 2023 | 52.67% |
| October 31, 2023 | 52.67% |
| September 30, 2023 | 52.67% |
| August 31, 2023 | 52.67% |
| July 31, 2023 | 52.67% |
| June 30, 2023 | 52.67% |
| May 31, 2023 | 52.67% |
| April 30, 2023 | 52.67% |
| March 31, 2023 | 52.67% |
| February 28, 2023 | 52.67% |
| January 31, 2023 | 52.67% |
| December 31, 2022 | 52.67% |
| November 30, 2022 | 52.67% |
| October 31, 2022 | 52.67% |
| September 30, 2022 | 52.67% |
| Date | Value |
|---|---|
| August 31, 2022 | 52.67% |
| July 31, 2022 | 52.67% |
| June 30, 2022 | 52.67% |
| May 31, 2022 | 60.80% |
| April 30, 2022 | 62.00% |
| March 31, 2022 | 62.40% |
| February 28, 2022 | 62.40% |
| January 31, 2022 | 64.00% |
| December 31, 2021 | 64.00% |
| November 30, 2021 | 67.20% |
| October 31, 2021 | 67.20% |
| September 30, 2021 | 68.00% |
| August 31, 2021 | 74.32% |
| July 31, 2021 | 74.32% |
| June 30, 2021 | 74.32% |
| May 31, 2021 | 76.24% |
| April 30, 2021 | 82.40% |
| March 31, 2021 | 88.00% |
| February 28, 2021 | 88.00% |
| January 31, 2021 | 88.00% |
| December 31, 2020 | 88.00% |
| November 30, 2020 | 88.00% |
| October 31, 2020 | 88.00% |
| September 30, 2020 | 88.00% |
| August 31, 2020 | 88.00% |
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
52.67%
Minimum
Jun 2022
88.00%
Maximum
Nov 2019
66.61%
Average
62.00%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Tutor Perini Corp | 91.02% |
| Innovate Corp | 98.68% |
| Correlate Energy Corp | 96.96% |
| ParkVida Group Inc | 96.90% |
| TopBuild Corp | 52.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.42 |
| Beta (5Y) | 0.0600 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.28% |
| Historical Sharpe Ratio (5Y) | 0.388 |
| Historical Sortino (5Y) | 0.5696 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.48% |