Ameriprise Financial Inc (AMP)
506.59
-0.59
(-0.12%)
USD |
NYSE |
Nov 04, 16:00
506.68
+0.09
(+0.02%)
After-Hours: 20:00
Ameriprise Financial Max Drawdown (5Y): 53.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 53.88% |
September 30, 2024 | 53.88% |
August 31, 2024 | 53.88% |
July 31, 2024 | 53.88% |
June 30, 2024 | 53.88% |
May 31, 2024 | 53.88% |
April 30, 2024 | 53.88% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
53.88%
Maximum
Mar 2020
53.29%
Average
53.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
LPL Financial Holdings Inc | 60.33% |
Raymond James Financial Inc | 45.59% |
Ares Management Corp | 43.97% |
US Global Investors Inc | 87.00% |
Principal Financial Group Inc | 64.71% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.35 |
Beta (5Y) | 1.340 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.99% |
Historical Sharpe Ratio (5Y) | 0.8132 |
Historical Sortino (5Y) | 0.9398 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |