Marcus & Millichap Inc (MMI)
34.00
+0.66
(+1.98%)
USD |
NYSE |
May 09, 16:00
34.02
+0.02
(+0.04%)
Pre-Market: 20:00
Marcus & Millichap Max Drawdown (5Y): 57.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.36% |
March 31, 2024 | 57.36% |
February 29, 2024 | 57.36% |
January 31, 2024 | 57.36% |
December 31, 2023 | 57.36% |
November 30, 2023 | 57.36% |
October 31, 2023 | 57.36% |
September 30, 2023 | 57.36% |
August 31, 2023 | 57.36% |
July 31, 2023 | 57.36% |
June 30, 2023 | 57.36% |
May 31, 2023 | 57.36% |
April 30, 2023 | 57.36% |
March 31, 2023 | 57.36% |
February 28, 2023 | 57.36% |
January 31, 2023 | 57.36% |
December 31, 2022 | 57.36% |
November 30, 2022 | 57.36% |
October 31, 2022 | 57.36% |
September 30, 2022 | 57.36% |
August 31, 2022 | 57.36% |
July 31, 2022 | 57.36% |
June 30, 2022 | 57.36% |
May 31, 2022 | 57.36% |
April 30, 2022 | 57.36% |
Date | Value |
---|---|
March 31, 2022 | 57.36% |
February 28, 2022 | 57.36% |
January 31, 2022 | 57.36% |
December 31, 2021 | 57.36% |
November 30, 2021 | 57.36% |
October 31, 2021 | 57.36% |
September 30, 2021 | 57.36% |
August 31, 2021 | 57.36% |
July 31, 2021 | 57.36% |
June 30, 2021 | 57.36% |
May 31, 2021 | 57.36% |
April 30, 2021 | 57.36% |
March 31, 2021 | 57.36% |
February 28, 2021 | 57.36% |
January 31, 2021 | 57.36% |
December 31, 2020 | 57.36% |
November 30, 2020 | 64.09% |
October 31, 2020 | 64.09% |
September 30, 2020 | 64.09% |
August 31, 2020 | 64.09% |
July 31, 2020 | 64.09% |
June 30, 2020 | 64.09% |
May 31, 2020 | 64.09% |
April 30, 2020 | 64.09% |
March 31, 2020 | 64.09% |
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
57.36%
Minimum
Dec 2020
64.09%
Maximum
May 2019
59.49%
Average
57.36%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Newmark Group Inc | 83.86% |
Jones Lang LaSalle Inc | 55.54% |
Sachem Capital Corp | 76.34% |
Compass Inc | -- |
La Rosa Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.38 |
Beta (5Y) | 1.205 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.16% |
Historical Sharpe Ratio (5Y) | -0.2095 |
Historical Sortino (5Y) | -0.3447 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |