Mercury Systems, Inc. (MRCY)
84.87
+0.80
(+0.95%)
USD |
NASDAQ |
Oct 02, 16:00
84.96
+0.09
(+0.11%)
After-Hours: 20:00
Mercury Systems Max Drawdown (5Y) : 71.73% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 71.73% |
| August 31, 2026 | 71.73% |
| July 31, 2026 | 71.73% |
| June 30, 2026 | 71.73% |
| May 31, 2026 | 71.73% |
| April 30, 2026 | 71.73% |
| March 31, 2026 | 71.73% |
| February 28, 2026 | 71.73% |
| January 31, 2026 | 71.73% |
| December 31, 2025 | 71.73% |
| November 30, 2025 | 71.73% |
| October 31, 2025 | 71.73% |
| September 30, 2025 | 71.73% |
| August 31, 2025 | 71.73% |
| July 31, 2025 | 71.73% |
| June 30, 2025 | 71.73% |
| May 31, 2025 | 71.73% |
| April 30, 2025 | 71.73% |
| March 31, 2025 | 71.73% |
| February 28, 2025 | 71.73% |
| January 31, 2025 | 71.73% |
| December 31, 2024 | 71.73% |
| November 30, 2024 | 71.73% |
| October 31, 2024 | 71.73% |
| September 30, 2024 | 71.73% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 56.25% |
| August 31, 2022 | 51.17% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sidus Space, Inc. | -- |
| Science Applications International Corp. | 45.74% |
| Parsons Corp. | 64.42% |
| Global Digital Solutions, Inc. | 100.00% |
| PASSUR Aerospace, Inc. | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.688 |
| Beta (5Y) | 0.9744 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.39% |
| Historical Sharpe Ratio (5Y) | 0.1816 |
| Historical Sortino (5Y) | 0.3916 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.01% |