MetLife Inc (MET)

81.36 +1.25 (+1.56%) USD  |  NYSE  |  Dec 20, 16:00
81.55 +0.19 (+0.23%) After-Hours: 20:00
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MetLife Max Drawdown (5Y): 55.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Prudential Financial Inc 65.90%
Lincoln National Corp 79.20%
Primerica Inc 54.46%
Aflac Inc 54.88%
Allstate Corp 41.38%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.6687
Beta (5Y) 1.065
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.97%
Historical Sharpe Ratio (5Y) 0.411
Historical Sortino (5Y) 0.4613
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.69%