Mercury Systems Inc (MRCY)
34.17
+0.92
(+2.77%)
USD |
NASDAQ |
Nov 05, 16:00
38.90
+4.73
(+13.84%)
After-Hours: 20:00
Mercury Systems Max Drawdown (5Y): 71.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 71.73% |
September 30, 2024 | 71.73% |
August 31, 2024 | 71.73% |
July 31, 2024 | 71.73% |
June 30, 2024 | 71.73% |
May 31, 2024 | 71.73% |
April 30, 2024 | 71.73% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
71.73%
Maximum
Feb 2024
53.55%
Average
51.17%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Kratos Defense & Security Solutions Inc | 72.74% |
BWX Technologies Inc | 40.10% |
Park Aerospace Corp | 43.67% |
CAM Group Inc | 99.25% |
General Dynamics Corp | 51.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.76 |
Beta (5Y) | 0.7142 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.78% |
Historical Sharpe Ratio (5Y) | -0.43 |
Historical Sortino (5Y) | -0.8177 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |