Mondelez International Inc (MDLZ)
69.89
-0.61
(-0.87%)
USD |
NASDAQ |
May 03, 16:00
69.90
+0.01
(+0.01%)
After-Hours: 20:00
Mondelez International Max Drawdown (5Y): 29.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 29.74% |
March 31, 2024 | 29.74% |
February 29, 2024 | 29.74% |
January 31, 2024 | 29.74% |
December 31, 2023 | 29.74% |
November 30, 2023 | 29.74% |
October 31, 2023 | 29.74% |
September 30, 2023 | 29.74% |
August 31, 2023 | 29.74% |
July 31, 2023 | 29.74% |
June 30, 2023 | 29.74% |
May 31, 2023 | 29.74% |
April 30, 2023 | 29.74% |
March 31, 2023 | 29.74% |
February 28, 2023 | 29.74% |
January 31, 2023 | 29.74% |
December 31, 2022 | 29.74% |
November 30, 2022 | 29.74% |
October 31, 2022 | 29.74% |
September 30, 2022 | 29.74% |
August 31, 2022 | 29.74% |
July 31, 2022 | 29.74% |
June 30, 2022 | 29.74% |
May 31, 2022 | 29.74% |
April 30, 2022 | 29.74% |
Date | Value |
---|---|
March 31, 2022 | 29.74% |
February 28, 2022 | 29.74% |
January 31, 2022 | 29.74% |
December 31, 2021 | 29.74% |
November 30, 2021 | 29.74% |
October 31, 2021 | 29.74% |
September 30, 2021 | 29.74% |
August 31, 2021 | 29.74% |
July 31, 2021 | 29.74% |
June 30, 2021 | 29.74% |
May 31, 2021 | 29.74% |
April 30, 2021 | 29.74% |
March 31, 2021 | 29.74% |
February 28, 2021 | 29.74% |
January 31, 2021 | 29.74% |
December 31, 2020 | 29.74% |
November 30, 2020 | 29.74% |
October 31, 2020 | 29.74% |
September 30, 2020 | 29.74% |
August 31, 2020 | 29.74% |
July 31, 2020 | 29.74% |
June 30, 2020 | 29.74% |
May 31, 2020 | 29.74% |
April 30, 2020 | 29.74% |
March 31, 2020 | 29.74% |
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
22.29%
Minimum
May 2019
29.74%
Maximum
Mar 2020
28.50%
Average
29.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Hershey Co | 34.03% |
The Kraft Heinz Co | 75.99% |
Colgate-Palmolive Co | 22.57% |
Utz Brands Inc | 60.58% |
Spectrum Brands Holdings Inc | 79.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.465 |
Beta (5Y) | 0.5462 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.40% |
Historical Sharpe Ratio (5Y) | 0.3892 |
Historical Sortino (5Y) | 0.6073 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.30% |