Martinrea International Inc (MRE.TO)
10.55
-0.16
(-1.49%)
CAD |
TSX |
Nov 04, 16:00
Martinrea International Max Drawdown (5Y): 66.24% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 66.24% |
August 31, 2024 | 66.24% |
July 31, 2024 | 66.24% |
June 30, 2024 | 66.24% |
May 31, 2024 | 66.24% |
April 30, 2024 | 66.24% |
March 31, 2024 | 66.24% |
February 29, 2024 | 66.24% |
January 31, 2024 | 66.24% |
December 31, 2023 | 66.24% |
November 30, 2023 | 66.24% |
October 31, 2023 | 66.24% |
September 30, 2023 | 66.24% |
August 31, 2023 | 66.24% |
July 31, 2023 | 66.24% |
June 30, 2023 | 66.24% |
May 31, 2023 | 66.24% |
April 30, 2023 | 66.24% |
March 31, 2023 | 66.24% |
February 28, 2023 | 66.24% |
January 31, 2023 | 66.24% |
December 31, 2022 | 66.24% |
November 30, 2022 | 66.24% |
October 31, 2022 | 66.24% |
September 30, 2022 | 66.24% |
Date | Value |
---|---|
August 31, 2022 | 66.24% |
July 31, 2022 | 66.24% |
June 30, 2022 | 66.24% |
May 31, 2022 | 66.24% |
April 30, 2022 | 66.24% |
March 31, 2022 | 66.24% |
February 28, 2022 | 66.24% |
January 31, 2022 | 66.24% |
December 31, 2021 | 66.24% |
November 30, 2021 | 66.24% |
October 31, 2021 | 66.24% |
September 30, 2021 | 66.24% |
August 31, 2021 | 66.24% |
July 31, 2021 | 66.24% |
June 30, 2021 | 66.24% |
May 31, 2021 | 66.24% |
April 30, 2021 | 66.24% |
March 31, 2021 | 66.24% |
February 28, 2021 | 66.24% |
January 31, 2021 | 66.24% |
December 31, 2020 | 66.24% |
November 30, 2020 | 66.24% |
October 31, 2020 | 66.24% |
September 30, 2020 | 66.24% |
August 31, 2020 | 66.24% |
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
52.02%
Minimum
Nov 2019
66.24%
Maximum
Mar 2020
65.28%
Average
66.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Linamar Corp | 70.80% |
Dorel Industries Inc | 94.43% |
Magna International Inc | 57.14% |
Aether Catalyst Solutions Inc | 93.33% |
SWMBRD Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.96 |
Beta (5Y) | 2.093 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.19% |
Historical Sharpe Ratio (5Y) | -0.0096 |
Historical Sortino (5Y) | -0.0166 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |