The Interpublic Group of Companies Inc (IPG)
30.99
-0.04
(-0.13%)
USD |
NYSE |
Apr 23, 16:00
31.00
+0.01
(+0.03%)
Pre-Market: 20:00
Interpublic Group of Max Drawdown (5Y): 49.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.44% |
February 29, 2024 | 49.44% |
January 31, 2024 | 49.44% |
December 31, 2023 | 49.44% |
November 30, 2023 | 49.44% |
October 31, 2023 | 49.44% |
September 30, 2023 | 49.44% |
August 31, 2023 | 49.44% |
July 31, 2023 | 49.44% |
June 30, 2023 | 49.44% |
May 31, 2023 | 49.44% |
April 30, 2023 | 49.44% |
March 31, 2023 | 49.44% |
February 28, 2023 | 49.44% |
January 31, 2023 | 49.44% |
December 31, 2022 | 49.44% |
November 30, 2022 | 49.44% |
October 31, 2022 | 49.44% |
September 30, 2022 | 49.44% |
August 31, 2022 | 49.44% |
July 31, 2022 | 49.44% |
June 30, 2022 | 49.44% |
May 31, 2022 | 49.44% |
April 30, 2022 | 49.44% |
March 31, 2022 | 49.44% |
Date | Value |
---|---|
February 28, 2022 | 49.44% |
January 31, 2022 | 49.44% |
December 31, 2021 | 49.44% |
November 30, 2021 | 49.44% |
October 31, 2021 | 49.44% |
September 30, 2021 | 49.44% |
August 31, 2021 | 49.44% |
July 31, 2021 | 49.44% |
June 30, 2021 | 49.44% |
May 31, 2021 | 49.44% |
April 30, 2021 | 49.44% |
March 31, 2021 | 49.44% |
February 28, 2021 | 49.44% |
January 31, 2021 | 49.44% |
December 31, 2020 | 49.44% |
November 30, 2020 | 49.44% |
October 31, 2020 | 49.44% |
September 30, 2020 | 49.44% |
August 31, 2020 | 49.44% |
July 31, 2020 | 49.44% |
June 30, 2020 | 49.44% |
May 31, 2020 | 49.44% |
April 30, 2020 | 49.44% |
March 31, 2020 | 49.44% |
February 29, 2020 | 27.19% |
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
27.19%
Minimum
Apr 2019
49.44%
Maximum
Mar 2020
45.36%
Average
49.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Omnicom Group Inc | 43.12% |
Lendway Inc | 84.04% |
Ziff Davis Inc | 60.25% |
Travelzoo | 85.17% |
Dolphin Entertainment Inc | 97.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.078 |
Beta (5Y) | 1.133 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.59% |
Historical Sharpe Ratio (5Y) | 0.3705 |
Historical Sortino (5Y) | 0.4737 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.70% |