Materion Corp (MTRN)
131.75
-7.25
(-5.22%)
USD |
NYSE |
Mar 28, 16:00
131.70
-0.06
(-0.04%)
Pre-Market: 20:00
Materion Max Drawdown (5Y): 61.99% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 61.99% |
January 31, 2024 | 61.99% |
December 31, 2023 | 61.99% |
November 30, 2023 | 61.99% |
October 31, 2023 | 61.99% |
September 30, 2023 | 61.99% |
August 31, 2023 | 61.99% |
July 31, 2023 | 61.99% |
June 30, 2023 | 61.99% |
May 31, 2023 | 61.99% |
April 30, 2023 | 61.99% |
March 31, 2023 | 61.99% |
February 28, 2023 | 61.99% |
January 31, 2023 | 61.99% |
December 31, 2022 | 61.99% |
November 30, 2022 | 61.99% |
October 31, 2022 | 61.99% |
September 30, 2022 | 61.99% |
August 31, 2022 | 61.99% |
July 31, 2022 | 61.99% |
June 30, 2022 | 61.99% |
May 31, 2022 | 61.99% |
April 30, 2022 | 61.99% |
March 31, 2022 | 61.99% |
February 28, 2022 | 61.99% |
Date | Value |
---|---|
January 31, 2022 | 61.99% |
December 31, 2021 | 61.99% |
November 30, 2021 | 61.99% |
October 31, 2021 | 61.99% |
September 30, 2021 | 61.99% |
August 31, 2021 | 61.99% |
July 31, 2021 | 61.99% |
June 30, 2021 | 61.99% |
May 31, 2021 | 61.99% |
April 30, 2021 | 61.99% |
March 31, 2021 | 61.99% |
February 28, 2021 | 61.99% |
January 31, 2021 | 61.99% |
December 31, 2020 | 61.99% |
November 30, 2020 | 61.99% |
October 31, 2020 | 61.99% |
September 30, 2020 | 61.99% |
August 31, 2020 | 61.99% |
July 31, 2020 | 61.99% |
June 30, 2020 | 61.99% |
May 31, 2020 | 61.99% |
April 30, 2020 | 61.99% |
March 31, 2020 | 61.99% |
February 29, 2020 | 47.34% |
January 31, 2020 | 47.34% |
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
47.34%
Minimum
Mar 2019
61.99%
Maximum
Mar 2020
59.06%
Average
61.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.74% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.485 |
Beta (5Y) | 1.147 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.00% |
Historical Sharpe Ratio (5Y) | 0.4296 |
Historical Sortino (5Y) | 0.7807 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.21% |