Mondelez International Inc (MDLZ)
64.67
+0.25
(+0.39%)
USD |
NASDAQ |
Nov 21, 15:54
Mondelez International Max Drawdown (5Y): 29.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.74% |
| September 30, 2024 | 29.74% |
| August 31, 2024 | 29.74% |
| July 31, 2024 | 29.74% |
| June 30, 2024 | 29.74% |
| May 31, 2024 | 29.74% |
| April 30, 2024 | 29.74% |
| March 31, 2024 | 29.74% |
| February 29, 2024 | 29.74% |
| January 31, 2024 | 29.74% |
| December 31, 2023 | 29.74% |
| November 30, 2023 | 29.74% |
| October 31, 2023 | 29.74% |
| September 30, 2023 | 29.74% |
| August 31, 2023 | 29.74% |
| July 31, 2023 | 29.74% |
| June 30, 2023 | 29.74% |
| May 31, 2023 | 29.74% |
| April 30, 2023 | 29.74% |
| March 31, 2023 | 29.74% |
| February 28, 2023 | 29.74% |
| January 31, 2023 | 29.74% |
| December 31, 2022 | 29.74% |
| November 30, 2022 | 29.74% |
| October 31, 2022 | 29.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.74% |
| August 31, 2022 | 29.74% |
| July 31, 2022 | 29.74% |
| June 30, 2022 | 29.74% |
| May 31, 2022 | 29.74% |
| April 30, 2022 | 29.74% |
| March 31, 2022 | 29.74% |
| February 28, 2022 | 29.74% |
| January 31, 2022 | 29.74% |
| December 31, 2021 | 29.74% |
| November 30, 2021 | 29.74% |
| October 31, 2021 | 29.74% |
| September 30, 2021 | 29.74% |
| August 31, 2021 | 29.74% |
| July 31, 2021 | 29.74% |
| June 30, 2021 | 29.74% |
| May 31, 2021 | 29.74% |
| April 30, 2021 | 29.74% |
| March 31, 2021 | 29.74% |
| February 28, 2021 | 29.74% |
| January 31, 2021 | 29.74% |
| December 31, 2020 | 29.74% |
| November 30, 2020 | 29.74% |
| October 31, 2020 | 29.74% |
| September 30, 2020 | 29.74% |
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
22.29%
Minimum
Nov 2019
29.74%
Maximum
Mar 2020
29.25%
Average
29.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Kraft Heinz Co | 75.99% |
| The Hershey Co | 34.03% |
| McCormick & Co Inc | 41.19% |
| Target Corp | 58.87% |
| PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.549 |
| Beta (5Y) | 0.5503 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.88% |
| Historical Sharpe Ratio (5Y) | 0.2794 |
| Historical Sortino (5Y) | 0.4496 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.30% |