Newmark Group Inc (NMRK)
11.22
+0.30
(+2.75%)
USD |
NASDAQ |
May 17, 16:00
11.22
0.00 (0.00%)
After-Hours: 20:00
Newmark Group Max Drawdown (5Y): 83.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.86% |
March 31, 2024 | 83.86% |
February 29, 2024 | 83.86% |
January 31, 2024 | 83.86% |
December 31, 2023 | 83.86% |
November 30, 2023 | 83.86% |
October 31, 2023 | 83.86% |
September 30, 2023 | 83.86% |
August 31, 2023 | 83.86% |
July 31, 2023 | 83.86% |
June 30, 2023 | 83.86% |
May 31, 2023 | 83.86% |
April 30, 2023 | 83.86% |
March 31, 2023 | 83.86% |
February 28, 2023 | 83.86% |
January 31, 2023 | 83.86% |
December 31, 2022 | 83.86% |
November 30, 2022 | 83.86% |
October 31, 2022 | 83.86% |
September 30, 2022 | 83.86% |
August 31, 2022 | 83.86% |
July 31, 2022 | 83.86% |
June 30, 2022 | 83.86% |
May 31, 2022 | 83.86% |
April 30, 2022 | 83.86% |
Date | Value |
---|---|
March 31, 2022 | 83.86% |
February 28, 2022 | 83.86% |
January 31, 2022 | 83.86% |
December 31, 2021 | 83.86% |
November 30, 2021 | 83.86% |
October 31, 2021 | 83.86% |
September 30, 2021 | 83.86% |
August 31, 2021 | 83.86% |
July 31, 2021 | 83.86% |
June 30, 2021 | 83.86% |
May 31, 2021 | 83.86% |
April 30, 2021 | 83.86% |
March 31, 2021 | 83.86% |
February 28, 2021 | 83.86% |
January 31, 2021 | 83.86% |
December 31, 2020 | 83.86% |
November 30, 2020 | 83.86% |
October 31, 2020 | 83.86% |
September 30, 2020 | 83.86% |
August 31, 2020 | 83.86% |
July 31, 2020 | 83.86% |
June 30, 2020 | 83.86% |
May 31, 2020 | 83.86% |
April 30, 2020 | 83.86% |
March 31, 2020 | 83.86% |
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
52.94%
Minimum
May 2019
83.86%
Maximum
Mar 2020
78.71%
Average
83.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Jones Lang LaSalle Inc | 55.54% |
Marcus & Millichap Inc | 57.36% |
Compass Inc | -- |
La Rosa Holdings Corp | -- |
Sachem Capital Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.34 |
Beta (5Y) | 1.999 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.81% |
Historical Sharpe Ratio (5Y) | 0.0319 |
Historical Sortino (5Y) | 0.0483 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.24% |