The Interpublic Group of Companies Inc (IPG)

29.07 +0.44 (+1.54%) USD  |  NYSE  |  Dec 20, 16:00
29.08 +0.01 (+0.03%) After-Hours: 20:00
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Interpublic Group of Max Drawdown (5Y): 49.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -6.383
Beta (5Y) 1.099
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.35%
Historical Sharpe Ratio (5Y) 0.2644
Historical Sortino (5Y) 0.3484
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.29%