MetLife Inc (MET)
85.18
+2.58
(+3.12%)
USD |
NYSE |
Nov 21, 16:00
85.18
0.00 (0.00%)
After-Hours: 16:17
MetLife Max Drawdown (5Y): 55.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 55.16% |
September 30, 2024 | 55.16% |
August 31, 2024 | 55.16% |
July 31, 2024 | 55.16% |
June 30, 2024 | 55.16% |
May 31, 2024 | 55.16% |
April 30, 2024 | 55.16% |
March 31, 2024 | 55.16% |
February 29, 2024 | 55.16% |
January 31, 2024 | 55.16% |
December 31, 2023 | 55.16% |
November 30, 2023 | 55.16% |
October 31, 2023 | 55.16% |
September 30, 2023 | 55.16% |
August 31, 2023 | 55.16% |
July 31, 2023 | 55.16% |
June 30, 2023 | 55.16% |
May 31, 2023 | 55.16% |
April 30, 2023 | 55.16% |
March 31, 2023 | 55.16% |
February 28, 2023 | 55.16% |
January 31, 2023 | 55.16% |
December 31, 2022 | 55.16% |
November 30, 2022 | 55.16% |
October 31, 2022 | 55.16% |
Date | Value |
---|---|
September 30, 2022 | 55.16% |
August 31, 2022 | 55.16% |
July 31, 2022 | 55.16% |
June 30, 2022 | 55.16% |
May 31, 2022 | 55.16% |
April 30, 2022 | 55.16% |
March 31, 2022 | 55.16% |
February 28, 2022 | 55.16% |
January 31, 2022 | 55.16% |
December 31, 2021 | 55.16% |
November 30, 2021 | 55.16% |
October 31, 2021 | 55.16% |
September 30, 2021 | 55.16% |
August 31, 2021 | 55.16% |
July 31, 2021 | 55.16% |
June 30, 2021 | 55.16% |
May 31, 2021 | 55.16% |
April 30, 2021 | 55.16% |
March 31, 2021 | 55.16% |
February 28, 2021 | 55.16% |
January 31, 2021 | 55.16% |
December 31, 2020 | 55.16% |
November 30, 2020 | 55.16% |
October 31, 2020 | 55.16% |
September 30, 2020 | 55.16% |
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
37.38%
Minimum
Nov 2019
55.16%
Maximum
Mar 2020
53.97%
Average
55.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Prudential Financial Inc | 65.90% |
American International Group Inc | 69.62% |
Lincoln National Corp | 79.20% |
Primerica Inc | 54.46% |
Aflac Inc | 54.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.140 |
Beta (5Y) | 1.050 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.92% |
Historical Sharpe Ratio (5Y) | 0.3773 |
Historical Sortino (5Y) | 0.4191 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.69% |