Matthews International Corp (MATW)
22.82
-0.20
(-0.87%)
USD |
NASDAQ |
Nov 05, 09:33
Matthews International Max Drawdown (5Y): 75.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.23% |
| September 30, 2024 | 75.23% |
| August 31, 2024 | 75.23% |
| July 31, 2024 | 75.23% |
| June 30, 2024 | 75.23% |
| May 31, 2024 | 75.23% |
| April 30, 2024 | 75.23% |
| March 31, 2024 | 75.23% |
| February 29, 2024 | 75.23% |
| January 31, 2024 | 75.23% |
| December 31, 2023 | 75.23% |
| November 30, 2023 | 75.23% |
| October 31, 2023 | 75.23% |
| September 30, 2023 | 75.23% |
| August 31, 2023 | 75.23% |
| July 31, 2023 | 75.23% |
| June 30, 2023 | 75.23% |
| May 31, 2023 | 75.23% |
| April 30, 2023 | 75.23% |
| March 31, 2023 | 75.23% |
| February 28, 2023 | 75.23% |
| January 31, 2023 | 75.23% |
| December 31, 2022 | 75.23% |
| November 30, 2022 | 75.23% |
| October 31, 2022 | 75.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.23% |
| August 31, 2022 | 75.23% |
| July 31, 2022 | 75.23% |
| June 30, 2022 | 75.23% |
| May 31, 2022 | 75.23% |
| April 30, 2022 | 75.23% |
| March 31, 2022 | 75.23% |
| February 28, 2022 | 75.23% |
| January 31, 2022 | 75.23% |
| December 31, 2021 | 75.23% |
| November 30, 2021 | 75.23% |
| October 31, 2021 | 75.23% |
| September 30, 2021 | 75.23% |
| August 31, 2021 | 75.23% |
| July 31, 2021 | 75.23% |
| June 30, 2021 | 75.23% |
| May 31, 2021 | 75.23% |
| April 30, 2021 | 75.23% |
| March 31, 2021 | 75.23% |
| February 28, 2021 | 75.23% |
| January 31, 2021 | 75.23% |
| December 31, 2020 | 75.23% |
| November 30, 2020 | 75.23% |
| October 31, 2020 | 75.23% |
| September 30, 2020 | 75.23% |
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
60.53%
Minimum
Nov 2019
75.23%
Maximum
Jun 2020
74.13%
Average
75.23%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Air T Inc | 68.02% |
| Harte-Hanks Inc | 98.06% |
| Seaboard Corp | 43.33% |
| Planet Green Holdings Corp | 96.62% |
| 1847 Holdings LLC | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.28 |
| Beta (5Y) | 1.060 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.65% |
| Historical Sharpe Ratio (5Y) | -0.2345 |
| Historical Sortino (5Y) | -0.3966 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.46% |