Mastercard Inc (MA)
505.58
-2.50
(-0.49%)
USD |
NYSE |
Nov 04, 16:00
505.05
-0.53
(-0.10%)
Pre-Market: 08:44
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% |
Citigroup Inc | 56.50% |
Robinhood Markets Inc | -- |
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% |