Mercury Systems Inc (MRCY)
28.30
-0.18
(-0.63%)
USD |
NASDAQ |
Apr 25, 12:30
Mercury Systems Max Drawdown (5Y): 71.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.73% |
| February 29, 2024 | 71.73% |
| January 31, 2024 | 68.04% |
| December 31, 2023 | 66.06% |
| November 30, 2023 | 66.06% |
| October 31, 2023 | 66.06% |
| September 30, 2023 | 66.06% |
| August 31, 2023 | 66.06% |
| July 31, 2023 | 66.06% |
| June 30, 2023 | 66.06% |
| May 31, 2023 | 59.66% |
| April 30, 2023 | 56.25% |
| March 31, 2023 | 56.25% |
| February 28, 2023 | 56.25% |
| January 31, 2023 | 56.25% |
| December 31, 2022 | 56.25% |
| November 30, 2022 | 56.25% |
| October 31, 2022 | 56.25% |
| September 30, 2022 | 56.25% |
| August 31, 2022 | 51.17% |
| July 31, 2022 | 51.17% |
| June 30, 2022 | 51.17% |
| May 31, 2022 | 51.17% |
| April 30, 2022 | 51.17% |
| March 31, 2022 | 51.17% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.17% |
| January 31, 2022 | 51.17% |
| December 31, 2021 | 51.17% |
| November 30, 2021 | 51.17% |
| October 31, 2021 | 51.17% |
| September 30, 2021 | 51.17% |
| August 31, 2021 | 46.77% |
| July 31, 2021 | 41.25% |
| June 30, 2021 | 41.25% |
| May 31, 2021 | 41.25% |
| April 30, 2021 | 41.25% |
| March 31, 2021 | 41.25% |
| February 28, 2021 | 41.25% |
| January 31, 2021 | 41.25% |
| December 31, 2020 | 41.25% |
| November 30, 2020 | 41.25% |
| October 31, 2020 | 41.25% |
| September 30, 2020 | 41.25% |
| August 31, 2020 | 41.25% |
| July 31, 2020 | 41.25% |
| June 30, 2020 | 41.25% |
| May 31, 2020 | 41.25% |
| April 30, 2020 | 41.25% |
| March 31, 2020 | 41.25% |
| February 29, 2020 | 41.25% |
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
41.25%
Minimum
Sep 2019
71.73%
Maximum
Feb 2024
50.64%
Average
51.17%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| Kratos Defense & Security Solutions Inc | 72.74% |
| Park Aerospace Corp | 43.67% |
| BWX Technologies Inc | 40.10% |
| CAM Group Inc | 99.25% |
| Network-1 Technologies Inc | 58.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.48 |
| Beta (5Y) | 0.6979 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.98% |
| Historical Sharpe Ratio (5Y) | -0.4094 |
| Historical Sortino (5Y) | -0.767 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |