MSA Safety Inc (MSA)
171.78
-0.04
(-0.02%)
USD |
NYSE |
Nov 21, 16:00
171.95
+0.17
(+0.10%)
Pre-Market: 20:00
MSA Safety Max Drawdown (5Y): 38.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.39% |
| September 30, 2024 | 38.39% |
| August 31, 2024 | 38.39% |
| July 31, 2024 | 38.39% |
| June 30, 2024 | 38.39% |
| May 31, 2024 | 38.39% |
| April 30, 2024 | 38.39% |
| March 31, 2024 | 38.39% |
| February 29, 2024 | 38.39% |
| January 31, 2024 | 38.39% |
| December 31, 2023 | 38.39% |
| November 30, 2023 | 38.39% |
| October 31, 2023 | 38.39% |
| September 30, 2023 | 38.39% |
| August 31, 2023 | 38.39% |
| July 31, 2023 | 38.39% |
| June 30, 2023 | 38.39% |
| May 31, 2023 | 38.39% |
| April 30, 2023 | 38.39% |
| March 31, 2023 | 38.39% |
| February 28, 2023 | 38.39% |
| January 31, 2023 | 38.39% |
| December 31, 2022 | 38.39% |
| November 30, 2022 | 38.39% |
| October 31, 2022 | 38.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.39% |
| August 31, 2022 | 38.39% |
| July 31, 2022 | 38.39% |
| June 30, 2022 | 38.39% |
| May 31, 2022 | 38.39% |
| April 30, 2022 | 38.39% |
| March 31, 2022 | 38.39% |
| February 28, 2022 | 38.39% |
| January 31, 2022 | 38.39% |
| December 31, 2021 | 38.39% |
| November 30, 2021 | 38.39% |
| October 31, 2021 | 38.39% |
| September 30, 2021 | 38.39% |
| August 31, 2021 | 38.39% |
| July 31, 2021 | 38.39% |
| June 30, 2021 | 38.39% |
| May 31, 2021 | 38.39% |
| April 30, 2021 | 38.39% |
| March 31, 2021 | 38.39% |
| February 28, 2021 | 38.39% |
| January 31, 2021 | 38.39% |
| December 31, 2020 | 38.39% |
| November 30, 2020 | 38.39% |
| October 31, 2020 | 38.39% |
| September 30, 2020 | 38.39% |
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
34.76%
Minimum
Nov 2019
38.39%
Maximum
Mar 2020
38.15%
Average
38.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Compx International Inc | 43.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 99.05% |
| VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.179 |
| Beta (5Y) | 0.9931 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.13% |
| Historical Sharpe Ratio (5Y) | 0.2158 |
| Historical Sortino (5Y) | 0.3422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |