Moro Corp (MRCR)

2.10 0.00 (0.00%) USD  |  OTCM  |  Dec 24, 16:00
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Moro Max Drawdown (5Y): 52.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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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) 12.32
Beta (5Y) 0.0531
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.59%
Historical Sharpe Ratio (5Y) 0.3376
Historical Sortino (5Y) 0.4972
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.47%