The Interpublic Group of Companies Inc (IPG)
29.15
+0.77
(+2.71%)
USD |
NYSE |
Nov 21, 16:00
29.15
0.00 (0.00%)
Pre-Market: 20:00
Interpublic Group of Max Drawdown (5Y): 49.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.44% |
| September 30, 2024 | 49.44% |
| August 31, 2024 | 49.44% |
| July 31, 2024 | 49.44% |
| June 30, 2024 | 49.44% |
| May 31, 2024 | 49.44% |
| April 30, 2024 | 49.44% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
49.44%
Maximum
Mar 2020
47.96%
Average
49.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Omnicom Group Inc | 43.12% |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Travelzoo | 85.17% |
| Dolphin Entertainment Inc | 97.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.055 |
| Beta (5Y) | 1.103 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.16% |
| Historical Sharpe Ratio (5Y) | 0.2626 |
| Historical Sortino (5Y) | 0.341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.12% |