PortfoliosLab logo

Mistras Group, Inc. (MG)

Equity · Currency in USD
Sector
Industrials
Industry
Security & Protection Services
ISIN
US60649T1079
CUSIP
60649T107

MGPrice Chart


Chart placeholderClick Calculate to get results

MGPerformance

The chart shows the growth of $10,000 invested in Mistras Group, Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $4,711 for a total return of roughly -52.89%. All prices are adjusted for splits and dividends.


MG (Mistras Group, Inc.)
Benchmark (S&P 500)

MGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-5.52%-7.73%
1M-3.44%-5.40%
6M-30.56%0.70%
1Y-15.52%14.18%
5Y-21.30%14.13%
10Y-10.71%12.84%

MGMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

MGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Mistras Group, Inc. Sharpe ratio is -0.33. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


MG (Mistras Group, Inc.)
Benchmark (S&P 500)

MGDividends


Mistras Group, Inc. doesn't pay dividends

MGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


MG (Mistras Group, Inc.)
Benchmark (S&P 500)

MGWorst Drawdowns

The table below shows the maximum drawdowns of the Mistras Group, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Mistras Group, Inc. is 89.21%, recorded on Mar 18, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.21%Jul 5, 20121938Mar 18, 2020
-38.19%Jan 5, 2010146Aug 3, 2010113Jan 12, 2011259
-18.76%Dec 29, 201112Jan 17, 2012115Jun 29, 2012127
-18.69%Apr 26, 201138Jun 17, 201139Aug 12, 201177
-14.38%Aug 31, 201122Sep 30, 20113Oct 5, 201125
-9.87%Oct 24, 201124Nov 25, 20113Nov 30, 201127
-9.4%Aug 16, 20114Aug 19, 20115Aug 26, 20119
-7.7%Dec 6, 201110Dec 19, 20114Dec 23, 201114
-6.3%Jan 19, 20119Jan 31, 201122Mar 3, 201131
-5.85%Oct 6, 20113Oct 10, 20113Oct 13, 20116

MGVolatility Chart

Current Mistras Group, Inc. volatility is 30.57%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


MG (Mistras Group, Inc.)
Benchmark (S&P 500)

Portfolios with Mistras Group, Inc.


Loading data...

More Tools for Mistras Group, Inc.