Affiliated Managers Group Inc (AMG)
130.34
-1.86
(-1.41%)
USD |
NYSE |
Sep 29, 16:00
130.35
+0.01
(+0.01%)
Pre-Market: 20:00
Affiliated Managers Group Max Drawdown (5Y): 79.57% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 79.57% |
| July 31, 2023 | 79.57% |
| June 30, 2023 | 79.57% |
| May 31, 2023 | 79.57% |
| April 30, 2023 | 79.57% |
| March 31, 2023 | 79.57% |
| February 28, 2023 | 79.57% |
| January 31, 2023 | 79.57% |
| December 31, 2022 | 79.57% |
| November 30, 2022 | 79.57% |
| October 31, 2022 | 79.57% |
| September 30, 2022 | 79.57% |
| August 31, 2022 | 79.57% |
| July 31, 2022 | 79.57% |
| June 30, 2022 | 79.57% |
| May 31, 2022 | 79.57% |
| April 30, 2022 | 79.57% |
| March 31, 2022 | 79.57% |
| February 28, 2022 | 79.57% |
| January 31, 2022 | 79.57% |
| December 31, 2021 | 79.57% |
| November 30, 2021 | 79.57% |
| October 31, 2021 | 79.57% |
| September 30, 2021 | 79.57% |
| August 31, 2021 | 79.57% |
| Date | Value |
|---|---|
| July 31, 2021 | 79.57% |
| June 30, 2021 | 79.57% |
| May 31, 2021 | 79.57% |
| April 30, 2021 | 79.57% |
| March 31, 2021 | 79.57% |
| February 28, 2021 | 79.57% |
| January 31, 2021 | 79.57% |
| December 31, 2020 | 79.57% |
| November 30, 2020 | 79.57% |
| October 31, 2020 | 79.57% |
| September 30, 2020 | 79.57% |
| August 31, 2020 | 79.57% |
| July 31, 2020 | 79.57% |
| June 30, 2020 | 79.57% |
| May 31, 2020 | 79.57% |
| April 30, 2020 | 79.57% |
| March 31, 2020 | 79.57% |
| February 29, 2020 | 67.77% |
| January 31, 2020 | 67.77% |
| December 31, 2019 | 67.77% |
| November 30, 2019 | 67.77% |
| October 31, 2019 | 67.77% |
| September 30, 2019 | 66.56% |
| August 31, 2019 | 66.56% |
| July 31, 2019 | 62.53% |
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
48.34%
Minimum
Sep 2018
79.57%
Maximum
Mar 2020
74.21%
Average
79.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ares Management Corp | 43.97% |
| Diamond Hill Investment Group Inc | 57.66% |
| Virtus Investment Partners Inc | 66.31% |
| MidCap Financial Investment Corp | 67.60% |
| Ashford Inc | 95.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.57 |
| Beta (5Y) | 1.333 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.73% |
| Historical Sharpe Ratio (5Y) | 0.0946 |
| Historical Sortino (5Y) | 0.1553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.04% |