Mattel Inc (MAT)

17.84 +0.03 (+0.17%) USD  |  NASDAQ  |  Dec 20, 16:00
17.87 +0.03 (+0.17%) Pre-Market: 20:00
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Mattel Max Drawdown (5Y): 77.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Hasbro Inc 63.83%
Funko Inc 89.76%
Jakks Pacific Inc 96.94%
PLBY Group Inc --
SRM Entertainment Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.302
Beta (5Y) 0.7561
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.91%
Historical Sharpe Ratio (5Y) 0.2233
Historical Sortino (5Y) 0.3288
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.93%