Mahindra & Mahindra Ltd (MAHMF)
33.68
-0.60
(-1.75%)
USD |
OTCM |
Nov 14, 15:29
Mahindra & Mahindra Max Drawdown (5Y): 79.94% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 79.94% |
| August 31, 2024 | 79.94% |
| July 31, 2024 | 79.94% |
| June 30, 2024 | 79.94% |
| May 31, 2024 | 79.94% |
| April 30, 2024 | 79.94% |
| March 31, 2024 | 79.94% |
| February 29, 2024 | 79.94% |
| January 31, 2024 | 79.94% |
| December 31, 2023 | 79.94% |
| November 30, 2023 | 79.94% |
| October 31, 2023 | 79.94% |
| September 30, 2023 | 79.94% |
| August 31, 2023 | 79.94% |
| July 31, 2023 | 79.94% |
| June 30, 2023 | 79.94% |
| May 31, 2023 | 79.94% |
| April 30, 2023 | 79.94% |
| March 31, 2023 | 79.94% |
| February 28, 2023 | 79.94% |
| January 31, 2023 | 79.94% |
| December 31, 2022 | 79.94% |
| November 30, 2022 | 79.94% |
| October 31, 2022 | 79.94% |
| September 30, 2022 | 79.94% |
| Date | Value |
|---|---|
| August 31, 2022 | 79.94% |
| July 31, 2022 | 79.94% |
| June 30, 2022 | 79.94% |
| May 31, 2022 | 79.94% |
| April 30, 2022 | 79.94% |
| March 31, 2022 | 79.94% |
| February 28, 2022 | 79.94% |
| January 31, 2022 | 79.94% |
| December 31, 2021 | 79.94% |
| November 30, 2021 | 79.94% |
| October 31, 2021 | 79.94% |
| September 30, 2021 | 79.94% |
| August 31, 2021 | 79.94% |
| July 31, 2021 | 79.94% |
| June 30, 2021 | 79.94% |
| May 31, 2021 | 79.94% |
| April 30, 2021 | 79.94% |
| March 31, 2021 | 79.94% |
| February 28, 2021 | 79.94% |
| January 31, 2021 | 79.94% |
| December 31, 2020 | 79.94% |
| November 30, 2020 | 79.94% |
| October 31, 2020 | 79.94% |
| September 30, 2020 | 79.94% |
| August 31, 2020 | 79.94% |
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
55.29%
Minimum
Nov 2019
79.94%
Maximum
Apr 2020
78.34%
Average
79.94%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| MakeMyTrip Ltd | 73.45% |
| Yatra Online Inc | 95.50% |
| Flanigan'S Enterprises Inc | 69.97% |
| Birks Group Inc | 88.31% |
| DSS Inc | 99.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.00 |
| Beta (5Y) | 0.5201 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.19% |
| Historical Sharpe Ratio (5Y) | 0.4223 |
| Historical Sortino (5Y) | 0.6964 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.62% |