Mastercard Inc (MA)
518.20
+5.66
(+1.10%)
USD |
NYSE |
Nov 21, 14:01
Mastercard Max Drawdown (5Y): 41.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.00% |
| September 30, 2024 | 41.00% |
| August 31, 2024 | 41.00% |
| July 31, 2024 | 41.00% |
| June 30, 2024 | 41.00% |
| May 31, 2024 | 41.00% |
| April 30, 2024 | 41.00% |
| March 31, 2024 | 41.00% |
| February 29, 2024 | 41.00% |
| January 31, 2024 | 41.00% |
| December 31, 2023 | 41.00% |
| November 30, 2023 | 41.00% |
| October 31, 2023 | 41.00% |
| September 30, 2023 | 41.00% |
| August 31, 2023 | 41.00% |
| July 31, 2023 | 41.00% |
| June 30, 2023 | 41.00% |
| May 31, 2023 | 41.00% |
| April 30, 2023 | 41.00% |
| March 31, 2023 | 41.00% |
| February 28, 2023 | 41.00% |
| January 31, 2023 | 41.00% |
| December 31, 2022 | 41.00% |
| November 30, 2022 | 41.00% |
| October 31, 2022 | 41.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.00% |
| August 31, 2022 | 41.00% |
| July 31, 2022 | 41.00% |
| June 30, 2022 | 41.00% |
| May 31, 2022 | 41.00% |
| April 30, 2022 | 41.00% |
| March 31, 2022 | 41.00% |
| February 28, 2022 | 41.00% |
| January 31, 2022 | 41.00% |
| December 31, 2021 | 41.00% |
| November 30, 2021 | 41.00% |
| October 31, 2021 | 41.00% |
| September 30, 2021 | 41.00% |
| August 31, 2021 | 41.00% |
| July 31, 2021 | 41.00% |
| June 30, 2021 | 41.00% |
| May 31, 2021 | 41.00% |
| April 30, 2021 | 41.00% |
| March 31, 2021 | 41.00% |
| February 28, 2021 | 41.00% |
| January 31, 2021 | 41.00% |
| December 31, 2020 | 41.00% |
| November 30, 2020 | 41.00% |
| October 31, 2020 | 41.00% |
| September 30, 2020 | 41.00% |
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
21.86%
Minimum
Nov 2019
41.00%
Maximum
Mar 2020
39.72%
Average
41.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Visa Inc | 36.36% |
| PayPal Holdings Inc | 83.67% |
| American Express Co | 49.64% |
| Robinhood Markets Inc | -- |
| Hut 8 Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.403 |
| Beta (5Y) | 1.100 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.90% |
| Historical Sharpe Ratio (5Y) | 0.4336 |
| Historical Sortino (5Y) | 0.5864 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.42% |