Ameriprise Financial Inc (AMP)
411.77
+0.92
(+0.22%)
USD |
NYSE |
Apr 17, 16:00
409.01
-2.76
(-0.67%)
Pre-Market: 20:00
Ameriprise Financial Max Drawdown (5Y): 53.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 53.88% |
February 29, 2024 | 53.88% |
January 31, 2024 | 53.88% |
December 31, 2023 | 53.88% |
November 30, 2023 | 53.88% |
October 31, 2023 | 53.88% |
September 30, 2023 | 53.88% |
August 31, 2023 | 53.88% |
July 31, 2023 | 53.88% |
June 30, 2023 | 53.88% |
May 31, 2023 | 53.88% |
April 30, 2023 | 53.88% |
March 31, 2023 | 53.88% |
February 28, 2023 | 53.88% |
January 31, 2023 | 53.88% |
December 31, 2022 | 53.88% |
November 30, 2022 | 53.88% |
October 31, 2022 | 53.88% |
September 30, 2022 | 53.88% |
August 31, 2022 | 53.88% |
July 31, 2022 | 53.88% |
June 30, 2022 | 53.88% |
May 31, 2022 | 53.88% |
April 30, 2022 | 53.88% |
March 31, 2022 | 53.88% |
Date | Value |
---|---|
February 28, 2022 | 53.88% |
January 31, 2022 | 53.88% |
December 31, 2021 | 53.88% |
November 30, 2021 | 53.88% |
October 31, 2021 | 53.88% |
September 30, 2021 | 53.88% |
August 31, 2021 | 53.88% |
July 31, 2021 | 53.88% |
June 30, 2021 | 53.88% |
May 31, 2021 | 53.88% |
April 30, 2021 | 53.88% |
March 31, 2021 | 53.88% |
February 28, 2021 | 53.88% |
January 31, 2021 | 53.88% |
December 31, 2020 | 53.88% |
November 30, 2020 | 53.88% |
October 31, 2020 | 53.88% |
September 30, 2020 | 53.88% |
August 31, 2020 | 53.88% |
July 31, 2020 | 53.88% |
June 30, 2020 | 53.88% |
May 31, 2020 | 53.88% |
April 30, 2020 | 53.88% |
March 31, 2020 | 53.88% |
February 29, 2020 | 45.02% |
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
45.02%
Minimum
Apr 2019
53.88%
Maximum
Mar 2020
52.26%
Average
53.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Blackstone Inc | 49.26% |
Federated Hermes Inc | 64.89% |
BlackRock Capital Investment Corp (DELISTED) | 76.01% |
US Global Investors Inc | 87.00% |
Principal Financial Group Inc | 64.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.70 |
Beta (5Y) | 1.362 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.96% |
Historical Sharpe Ratio (5Y) | 0.8148 |
Historical Sortino (5Y) | 0.9577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.28% |