Mondelez International Inc (MDLZ)

59.39 +0.12 (+0.20%) USD  |  NASDAQ  |  Dec 20, 16:00
59.38 -0.01 (-0.02%) After-Hours: 20:00
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Mondelez International Max Drawdown (5Y): 29.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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The Kraft Heinz Co 75.99%
The Hershey Co 35.87%
McCormick & Co Inc 41.19%
PepsiCo Inc 28.81%
Clorox Co 46.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.736
Beta (5Y) 0.5294
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.19%
Historical Sharpe Ratio (5Y) 0.2147
Historical Sortino (5Y) 0.3504
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.57%