Monro Inc (MNRO)
26.99
+0.05
(+0.19%)
USD |
NASDAQ |
May 03, 16:00
26.98
-0.01
(-0.04%)
After-Hours: 20:00
Monro Max Drawdown (5Y): 70.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.05% |
March 31, 2024 | 70.05% |
February 29, 2024 | 70.05% |
January 31, 2024 | 70.05% |
December 31, 2023 | 70.05% |
November 30, 2023 | 70.05% |
October 31, 2023 | 69.96% |
September 30, 2023 | 66.68% |
August 31, 2023 | 60.15% |
July 31, 2023 | 55.75% |
June 30, 2023 | 54.73% |
May 31, 2023 | 54.73% |
April 30, 2023 | 54.73% |
March 31, 2023 | 54.73% |
February 28, 2023 | 54.73% |
January 31, 2023 | 54.73% |
December 31, 2022 | 54.73% |
November 30, 2022 | 54.73% |
October 31, 2022 | 54.73% |
September 30, 2022 | 54.73% |
August 31, 2022 | 54.73% |
July 31, 2022 | 54.73% |
June 30, 2022 | 54.73% |
May 31, 2022 | 54.73% |
April 30, 2022 | 54.73% |
Date | Value |
---|---|
March 31, 2022 | 54.73% |
February 28, 2022 | 54.73% |
January 31, 2022 | 54.73% |
December 31, 2021 | 54.73% |
November 30, 2021 | 54.73% |
October 31, 2021 | 54.73% |
September 30, 2021 | 54.73% |
August 31, 2021 | 54.73% |
July 31, 2021 | 54.73% |
June 30, 2021 | 54.73% |
May 31, 2021 | 54.73% |
April 30, 2021 | 54.73% |
March 31, 2021 | 54.73% |
February 28, 2021 | 54.73% |
January 31, 2021 | 54.73% |
December 31, 2020 | 54.73% |
November 30, 2020 | 54.73% |
October 31, 2020 | 54.73% |
September 30, 2020 | 54.73% |
August 31, 2020 | 54.73% |
July 31, 2020 | 54.73% |
June 30, 2020 | 54.73% |
May 31, 2020 | 54.73% |
April 30, 2020 | 54.73% |
March 31, 2020 | 54.73% |
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
46.45%
Minimum
May 2019
70.05%
Maximum
Nov 2023
55.44%
Average
54.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Modine Manufacturing Co | 88.13% |
Commercial Vehicle Group Inc | 90.48% |
Dorman Products Inc | 50.78% |
Motorcar Parts of America Inc | 83.50% |
Sypris Solutions Inc | 80.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.17 |
Beta (5Y) | 1.138 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.25% |
Historical Sharpe Ratio (5Y) | -0.5814 |
Historical Sortino (5Y) | -0.934 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.07% |