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% |