MSA Safety Inc (MSA)
190.72
+0.68
(+0.36%)
USD |
NYSE |
Apr 24, 16:00
190.69
-0.03
(-0.02%)
Pre-Market: 20:00
MSA Safety Max Drawdown (5Y): 38.39% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 38.39% |
| July 31, 2020 | 38.39% |
| June 30, 2020 | 38.39% |
| May 31, 2020 | 38.39% |
| April 30, 2020 | 38.39% |
| March 31, 2020 | 38.39% |
| February 29, 2020 | 34.76% |
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
Apr 2019
38.39%
Maximum
Mar 2020
37.73%
Average
38.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NAPCO Security Technologies Inc | 60.30% |
| Brady Corp | 36.21% |
| Compx International Inc | 37.85% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 97.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.3158 |
| Beta (5Y) | 1.007 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.39% |
| Historical Sharpe Ratio (5Y) | 0.4859 |
| Historical Sortino (5Y) | 0.7557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |