The Interpublic Group of Companies Inc (IPG)
24.59
+0.55
(+2.29%)
USD |
NYSE |
Apr 11, 16:00
24.56
-0.02
(-0.10%)
After-Hours: 20:00
Interpublic Group of Max Drawdown (5Y): 45.16% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| Omnicom Group Inc | 43.12% |
| Magnite Inc | 90.65% |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 71.74% |
| Travelzoo | 84.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.320 |
| Beta (5Y) | 1.011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.57% |
| Historical Sharpe Ratio (5Y) | 0.4834 |
| Historical Sortino (5Y) | 0.9253 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.46% |