Mativ Holdings Inc (MATV)
18.75
+0.34
(+1.85%)
USD |
NYSE |
Mar 28, 16:00
18.76
+0.01
(+0.05%)
Pre-Market: 20:00
Mativ Holdings Max Drawdown (5Y): 73.83% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 73.83% |
January 31, 2024 | 72.91% |
December 31, 2023 | 72.91% |
November 30, 2023 | 72.91% |
October 31, 2023 | 70.34% |
September 30, 2023 | 67.58% |
August 31, 2023 | 66.93% |
July 31, 2023 | 66.93% |
June 30, 2023 | 66.32% |
May 31, 2023 | 65.61% |
April 30, 2023 | 59.19% |
March 31, 2023 | 59.19% |
February 28, 2023 | 59.19% |
January 31, 2023 | 59.19% |
December 31, 2022 | 59.19% |
November 30, 2022 | 59.19% |
October 31, 2022 | 58.82% |
September 30, 2022 | 58.82% |
August 31, 2022 | 58.82% |
July 31, 2022 | 58.82% |
June 30, 2022 | 53.28% |
May 31, 2022 | 53.28% |
April 30, 2022 | 53.28% |
March 31, 2022 | 53.28% |
February 28, 2022 | 53.28% |
Date | Value |
---|---|
January 31, 2022 | 53.28% |
December 31, 2021 | 53.28% |
November 30, 2021 | 53.28% |
October 31, 2021 | 53.28% |
September 30, 2021 | 53.28% |
August 31, 2021 | 53.28% |
July 31, 2021 | 53.28% |
June 30, 2021 | 53.28% |
May 31, 2021 | 53.28% |
April 30, 2021 | 53.28% |
March 31, 2021 | 53.28% |
February 28, 2021 | 53.28% |
January 31, 2021 | 53.28% |
December 31, 2020 | 53.28% |
November 30, 2020 | 53.28% |
October 31, 2020 | 53.28% |
September 30, 2020 | 53.28% |
August 31, 2020 | 53.28% |
July 31, 2020 | 53.28% |
June 30, 2020 | 53.28% |
May 31, 2020 | 53.28% |
April 30, 2020 | 53.28% |
March 31, 2020 | 53.28% |
February 29, 2020 | 48.87% |
January 31, 2020 | 48.87% |
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
48.87%
Minimum
Mar 2019
73.83%
Maximum
Feb 2024
56.08%
Average
53.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Koppers Holdings Inc | 83.71% |
Element Solutions Inc | 77.50% |
Ingevity Corp | 76.22% |
Solitario Resources Corp | 83.21% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.44 |
Beta (5Y) | 0.7354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.93% |
Historical Sharpe Ratio (5Y) | -0.3008 |
Historical Sortino (5Y) | -0.5295 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.06% |