Matson Inc (MATX)
152.64
+0.88
(+0.58%)
USD |
NYSE |
Nov 21, 16:00
153.00
+0.36
(+0.24%)
Pre-Market: 08:31
Matson Max Drawdown (5Y): 53.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 53.61% |
September 30, 2024 | 53.61% |
August 31, 2024 | 53.61% |
July 31, 2024 | 53.61% |
June 30, 2024 | 53.61% |
May 31, 2024 | 53.61% |
April 30, 2024 | 53.61% |
March 31, 2024 | 53.61% |
February 29, 2024 | 53.61% |
January 31, 2024 | 53.61% |
December 31, 2023 | 53.61% |
November 30, 2023 | 53.61% |
October 31, 2023 | 53.61% |
September 30, 2023 | 53.61% |
August 31, 2023 | 53.61% |
July 31, 2023 | 53.61% |
June 30, 2023 | 53.61% |
May 31, 2023 | 53.61% |
April 30, 2023 | 53.61% |
March 31, 2023 | 51.61% |
February 28, 2023 | 51.33% |
January 31, 2023 | 51.33% |
December 31, 2022 | 51.33% |
November 30, 2022 | 50.26% |
October 31, 2022 | 50.26% |
Date | Value |
---|---|
September 30, 2022 | 50.26% |
August 31, 2022 | 49.31% |
July 31, 2022 | 55.15% |
June 30, 2022 | 55.15% |
May 31, 2022 | 55.15% |
April 30, 2022 | 55.15% |
March 31, 2022 | 55.15% |
February 28, 2022 | 55.15% |
January 31, 2022 | 55.15% |
December 31, 2021 | 55.15% |
November 30, 2021 | 55.15% |
October 31, 2021 | 55.15% |
September 30, 2021 | 55.15% |
August 31, 2021 | 55.15% |
July 31, 2021 | 55.15% |
June 30, 2021 | 55.15% |
May 31, 2021 | 55.15% |
April 30, 2021 | 55.15% |
March 31, 2021 | 55.15% |
February 28, 2021 | 55.15% |
January 31, 2021 | 55.15% |
December 31, 2020 | 55.15% |
November 30, 2020 | 55.15% |
October 31, 2020 | 55.15% |
September 30, 2020 | 55.15% |
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
49.31%
Minimum
Aug 2022
55.15%
Maximum
Nov 2019
54.07%
Average
55.15%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Pangaea Logistics Solutions Ltd | 65.69% |
Kirby Corp | 63.34% |
Genco Shipping & Trading Ltd | 94.52% |
Seacor Marine Holdings Inc | 94.11% |
C.H. Robinson Worldwide Inc | 40.56% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.51 |
Beta (5Y) | 1.060 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.83% |
Historical Sharpe Ratio (5Y) | 0.8291 |
Historical Sortino (5Y) | 1.444 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.71% |