Stagwell Inc (STGW)
7.07
+0.05
(+0.71%)
USD |
NASDAQ |
May 24, 16:00
7.065
0.00 (0.00%)
After-Hours: 20:00
Stagwell Max Drawdown (5Y): 95.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.71% |
March 31, 2024 | 95.71% |
February 29, 2024 | 95.71% |
January 31, 2024 | 95.71% |
December 31, 2023 | 95.71% |
November 30, 2023 | 95.71% |
October 31, 2023 | 95.71% |
September 30, 2023 | 95.71% |
August 31, 2023 | 95.71% |
July 31, 2023 | 95.71% |
June 30, 2023 | 95.71% |
May 31, 2023 | 95.71% |
April 30, 2023 | 95.71% |
March 31, 2023 | 95.71% |
February 28, 2023 | 95.71% |
January 31, 2023 | 95.71% |
December 31, 2022 | 95.71% |
November 30, 2022 | 95.71% |
October 31, 2022 | 95.71% |
September 30, 2022 | 95.71% |
August 31, 2022 | 95.71% |
July 31, 2022 | 95.71% |
June 30, 2022 | 95.71% |
May 31, 2022 | 95.71% |
April 30, 2022 | 95.71% |
Date | Value |
---|---|
March 31, 2022 | 95.71% |
February 28, 2022 | 95.71% |
January 31, 2022 | 95.71% |
December 31, 2021 | 95.71% |
November 30, 2021 | 95.71% |
October 31, 2021 | 95.71% |
September 30, 2021 | 95.71% |
August 31, 2021 | 95.71% |
July 31, 2021 | 95.71% |
June 30, 2021 | 95.71% |
May 31, 2021 | 95.71% |
April 30, 2021 | 95.71% |
March 31, 2021 | 95.71% |
February 28, 2021 | 95.71% |
January 31, 2021 | 95.71% |
December 31, 2020 | 95.71% |
November 30, 2020 | 95.71% |
October 31, 2020 | 95.71% |
September 30, 2020 | 95.71% |
August 31, 2020 | 95.71% |
July 31, 2020 | 95.71% |
June 30, 2020 | 95.71% |
May 31, 2020 | 95.71% |
April 30, 2020 | 95.71% |
March 31, 2020 | 95.71% |
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
94.08%
Minimum
May 2019
95.71%
Maximum
Mar 2020
95.44%
Average
95.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cardlytics Inc | 98.35% |
Magnite Inc | 90.65% |
Direct Digital Holdings Inc | -- |
Lendway Inc | 84.04% |
Ziff Davis Inc | 65.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.931 |
Beta (5Y) | 1.093 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.39% |
Historical Sharpe Ratio (5Y) | 0.3495 |
Historical Sortino (5Y) | 0.5916 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.33% |