MetLife Inc (MET)
78.57
+0.14
(+0.18%)
USD |
NYSE |
Nov 04, 16:00
78.91
+0.34
(+0.43%)
After-Hours: 20:00
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% |
| Aflac Inc | 54.88% |
| Allstate Corp | 41.38% |
| Lincoln National Corp | 79.20% |
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% |