MTY Food Group Inc (MTYFF)
33.96
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
MTY Food Group Max Drawdown (5Y): 78.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.56% |
September 30, 2024 | 78.56% |
August 31, 2024 | 78.56% |
July 31, 2024 | 78.56% |
June 30, 2024 | 78.56% |
May 31, 2024 | 78.56% |
April 30, 2024 | 78.56% |
March 31, 2024 | 78.56% |
February 29, 2024 | 78.56% |
January 31, 2024 | 78.56% |
December 31, 2023 | 78.56% |
November 30, 2023 | 78.56% |
October 31, 2023 | 78.56% |
September 30, 2023 | 78.56% |
August 31, 2023 | 78.56% |
July 31, 2023 | 78.56% |
June 30, 2023 | 78.56% |
May 31, 2023 | 78.56% |
April 30, 2023 | 78.56% |
March 31, 2023 | 78.56% |
February 28, 2023 | 78.56% |
January 31, 2023 | 78.56% |
December 31, 2022 | 78.56% |
November 30, 2022 | 78.56% |
October 31, 2022 | 78.56% |
Date | Value |
---|---|
September 30, 2022 | 78.56% |
August 31, 2022 | 78.56% |
July 31, 2022 | 78.56% |
June 30, 2022 | 78.56% |
May 31, 2022 | 78.56% |
April 30, 2022 | 78.56% |
March 31, 2022 | 78.56% |
February 28, 2022 | 78.56% |
January 31, 2022 | 78.56% |
December 31, 2021 | 78.56% |
November 30, 2021 | 78.56% |
October 31, 2021 | 78.56% |
September 30, 2021 | 78.56% |
August 31, 2021 | 78.56% |
July 31, 2021 | 78.56% |
June 30, 2021 | 78.56% |
May 31, 2021 | 78.56% |
April 30, 2021 | 78.56% |
March 31, 2021 | 78.56% |
February 28, 2021 | 78.56% |
January 31, 2021 | 78.56% |
December 31, 2020 | 78.56% |
November 30, 2020 | 78.56% |
October 31, 2020 | 78.56% |
September 30, 2020 | 78.56% |
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
36.30%
Minimum
Nov 2019
78.56%
Maximum
Mar 2020
75.74%
Average
78.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Giant Group Ltd | 92.33% |
Foodbase Group Inc | 90.91% |
Potbelly Corp | 88.03% |
First Watch Restaurant Group Inc | -- |
Bloomin Brands Inc | 79.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.11 |
Beta (5Y) | 1.756 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.20% |
Historical Sharpe Ratio (5Y) | -0.1062 |
Historical Sortino (5Y) | -0.1365 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |