Microvast Holdings Inc (MVST)
0.5904
+0.01
(+1.79%)
USD |
NASDAQ |
Nov 21, 16:00
0.6101
+0.02
(+3.34%)
After-Hours: 07:40
Microvast Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Advanced Energy Industries Inc | 62.28% |
| Plug Power Inc | 97.80% |
| Ultralife Corp | 67.97% |
| Ideal Power Inc | 98.64% |
| Enovix Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -79.21 |
| Beta (5Y) | 1.722 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.90% |
| Historical Sharpe Ratio (5Y) | -0.7408 |
| Historical Sortino (5Y) | -1.379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.50% |