Martinrea International Inc (MRE.TO)

8.94 -0.11 (-1.22%) CAD  |  TSX  |  Dec 23, 16:00
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Martinrea International Max Drawdown (5Y): 66.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -24.11
Beta (5Y) 2.003
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.73%
Historical Sharpe Ratio (5Y) -0.0967
Historical Sortino (5Y) -0.1672
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.42%