Mastercard Inc (MA)

528.03 +4.75 (+0.91%) USD  |  NYSE  |  Dec 20, 16:00
529.96 +1.93 (+0.37%) Pre-Market: 20:00
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Mastercard Max Drawdown (5Y): 41.00% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Visa Inc 36.36%
PayPal Holdings Inc 83.67%
American Express Co 49.64%
Robinhood Markets Inc --
Hut 8 Corp 95.04%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.687
Beta (5Y) 1.099
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.79%
Historical Sharpe Ratio (5Y) 0.4432
Historical Sortino (5Y) 0.5968
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.42%