Mattel Inc (MAT)
18.81
+0.36
(+1.95%)
USD |
NASDAQ |
May 06, 11:55
Mattel Max Drawdown (5Y): 77.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.43% |
| March 31, 2024 | 77.43% |
| February 29, 2024 | 77.43% |
| January 31, 2024 | 77.43% |
| December 31, 2023 | 77.43% |
| November 30, 2023 | 77.43% |
| October 31, 2023 | 77.43% |
| September 30, 2023 | 77.43% |
| August 31, 2023 | 77.43% |
| July 31, 2023 | 77.43% |
| June 30, 2023 | 77.43% |
| May 31, 2023 | 77.43% |
| April 30, 2023 | 77.43% |
| March 31, 2023 | 77.43% |
| February 28, 2023 | 77.43% |
| January 31, 2023 | 77.43% |
| December 31, 2022 | 77.43% |
| November 30, 2022 | 77.43% |
| October 31, 2022 | 77.43% |
| September 30, 2022 | 77.43% |
| August 31, 2022 | 77.43% |
| July 31, 2022 | 77.43% |
| June 30, 2022 | 77.43% |
| May 31, 2022 | 77.43% |
| April 30, 2022 | 77.43% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.43% |
| February 28, 2022 | 77.43% |
| January 31, 2022 | 77.43% |
| December 31, 2021 | 77.43% |
| November 30, 2021 | 77.43% |
| October 31, 2021 | 77.43% |
| September 30, 2021 | 77.43% |
| August 31, 2021 | 77.43% |
| July 31, 2021 | 77.43% |
| June 30, 2021 | 77.43% |
| May 31, 2021 | 77.43% |
| April 30, 2021 | 77.43% |
| March 31, 2021 | 77.43% |
| February 28, 2021 | 77.43% |
| January 31, 2021 | 77.43% |
| December 31, 2020 | 77.43% |
| November 30, 2020 | 77.43% |
| October 31, 2020 | 77.43% |
| September 30, 2020 | 77.43% |
| August 31, 2020 | 77.43% |
| July 31, 2020 | 77.43% |
| June 30, 2020 | 77.43% |
| May 31, 2020 | 77.43% |
| April 30, 2020 | 77.43% |
| March 31, 2020 | 77.43% |
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
72.39%
Minimum
May 2019
77.43%
Maximum
Mar 2020
76.59%
Average
77.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hasbro Inc | 63.83% |
| Jakks Pacific Inc | 96.94% |
| PLBY Group Inc | -- |
| SRM Entertainment Inc | -- |
| Ford Motor Co | 66.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.528 |
| Beta (5Y) | 0.9842 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.46% |
| Historical Sharpe Ratio (5Y) | 0.1719 |
| Historical Sortino (5Y) | 0.2419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.80% |