Matson Inc (MATX)
108.23
+0.10
(+0.09%)
USD |
NYSE |
Apr 24, 16:00
108.24
+0.01
(+0.01%)
Pre-Market: 20:00
Matson Max Drawdown (5Y): 53.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 50.26% |
| August 31, 2022 | 47.59% |
| July 31, 2022 | 47.59% |
| June 30, 2022 | 49.31% |
| May 31, 2022 | 55.15% |
| April 30, 2022 | 55.15% |
| March 31, 2022 | 55.15% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 55.15% |
| July 31, 2020 | 55.15% |
| June 30, 2020 | 55.15% |
| May 31, 2020 | 55.15% |
| April 30, 2020 | 55.15% |
| March 31, 2020 | 55.15% |
| February 29, 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
47.59%
Minimum
Jul 2022
55.15%
Maximum
Apr 2019
54.00%
Average
55.15%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Eagle Bulk Shipping Inc (DELISTED) | 99.83% |
| Kirby Corp | 63.34% |
| Pangaea Logistics Solutions Ltd | 67.36% |
| Genco Shipping & Trading Ltd | 96.66% |
| Seacor Marine Holdings Inc | 94.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.08 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.53% |
| Historical Sharpe Ratio (5Y) | 0.6519 |
| Historical Sortino (5Y) | 1.200 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.71% |