Mahindra & Mahindra Ltd (MAHMF)
25.82
+0.32
(+1.25%)
USD |
OTCM |
May 03, 16:00
Mahindra & Mahindra Max Drawdown (5Y): 79.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 79.94% |
June 30, 2020 | 79.94% |
May 31, 2020 | 79.94% |
April 30, 2020 | 79.94% |
March 31, 2020 | 76.47% |
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
41.20%
Minimum
May 2019
79.94%
Maximum
Apr 2020
75.09%
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% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.16 |
Beta (5Y) | 0.5391 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.34% |
Historical Sharpe Ratio (5Y) | 0.3191 |
Historical Sortino (5Y) | 0.5298 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.53% |