Mercury Systems Inc (MRCY)
43.60
-1.12
(-2.50%)
USD |
NASDAQ |
Mar 27, 16:00
43.60
0.00 (0.00%)
After-Hours: 20:00
Mercury Systems Max Drawdown (5Y): 71.73% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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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% |
| AeroVironment Inc | 61.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.50 |
| Beta (5Y) | 0.7952 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.79% |
| Historical Sharpe Ratio (5Y) | -0.3047 |
| Historical Sortino (5Y) | -0.5825 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.38% |