Motorcar Parts of America Inc (MPAA)
4.95
-0.05
(-1.00%)
USD |
NASDAQ |
May 17, 16:00
5.00
+0.05
(+1.01%)
After-Hours: 20:00
Motorcar Parts of America Max Drawdown (5Y): 83.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.50% |
March 31, 2024 | 83.50% |
February 29, 2024 | 83.50% |
January 31, 2024 | 83.50% |
December 31, 2023 | 83.50% |
November 30, 2023 | 83.50% |
October 31, 2023 | 83.50% |
September 30, 2023 | 83.50% |
August 31, 2023 | 83.50% |
July 31, 2023 | 83.50% |
June 30, 2023 | 83.50% |
May 31, 2023 | 83.50% |
April 30, 2023 | 83.50% |
March 31, 2023 | 74.87% |
February 28, 2023 | 73.89% |
January 31, 2023 | 73.89% |
December 31, 2022 | 73.89% |
November 30, 2022 | 73.89% |
October 31, 2022 | 73.89% |
September 30, 2022 | 73.89% |
August 31, 2022 | 73.89% |
July 31, 2022 | 73.89% |
June 30, 2022 | 73.89% |
May 31, 2022 | 73.89% |
April 30, 2022 | 73.89% |
Date | Value |
---|---|
March 31, 2022 | 73.89% |
February 28, 2022 | 73.89% |
January 31, 2022 | 73.89% |
December 31, 2021 | 73.89% |
November 30, 2021 | 73.89% |
October 31, 2021 | 73.89% |
September 30, 2021 | 73.89% |
August 31, 2021 | 73.89% |
July 31, 2021 | 73.89% |
June 30, 2021 | 73.89% |
May 31, 2021 | 73.89% |
April 30, 2021 | 73.89% |
March 31, 2021 | 73.89% |
February 28, 2021 | 73.89% |
January 31, 2021 | 73.89% |
December 31, 2020 | 73.89% |
November 30, 2020 | 73.89% |
October 31, 2020 | 73.89% |
September 30, 2020 | 73.89% |
August 31, 2020 | 73.89% |
July 31, 2020 | 73.89% |
June 30, 2020 | 73.89% |
May 31, 2020 | 73.89% |
April 30, 2020 | 73.89% |
March 31, 2020 | 69.94% |
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
61.89%
Minimum
May 2019
83.50%
Maximum
Apr 2023
74.34%
Average
73.89%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Commercial Vehicle Group Inc | 90.48% |
Dorman Products Inc | 50.78% |
Monro Inc | 70.05% |
Sypris Solutions Inc | 80.09% |
Fox Factory Holding Corp | 79.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -41.44 |
Beta (5Y) | 1.493 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.73% |
Historical Sharpe Ratio (5Y) | -0.4154 |
Historical Sortino (5Y) | -0.6461 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.72% |