Medallion Financial Corp (MFIN)
9.57
+0.07
(+0.74%)
USD |
NASDAQ |
Nov 21, 16:00
9.565
0.00 (0.00%)
Pre-Market: 20:00
Medallion Financial Max Drawdown (5Y): 86.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 86.13% |
September 30, 2024 | 86.13% |
August 31, 2024 | 86.13% |
July 31, 2024 | 86.13% |
June 30, 2024 | 86.13% |
May 31, 2024 | 86.13% |
April 30, 2024 | 86.13% |
March 31, 2024 | 86.13% |
February 29, 2024 | 86.13% |
January 31, 2024 | 86.13% |
December 31, 2023 | 86.13% |
November 30, 2023 | 86.13% |
October 31, 2023 | 86.13% |
September 30, 2023 | 86.13% |
August 31, 2023 | 86.13% |
July 31, 2023 | 86.13% |
June 30, 2023 | 86.13% |
May 31, 2023 | 86.13% |
April 30, 2023 | 86.13% |
March 31, 2023 | 86.13% |
February 28, 2023 | 86.13% |
January 31, 2023 | 86.13% |
December 31, 2022 | 86.13% |
November 30, 2022 | 86.13% |
October 31, 2022 | 86.13% |
Date | Value |
---|---|
September 30, 2022 | 86.13% |
August 31, 2022 | 86.13% |
July 31, 2022 | 86.13% |
June 30, 2022 | 86.13% |
May 31, 2022 | 86.13% |
April 30, 2022 | 86.13% |
March 31, 2022 | 86.51% |
February 28, 2022 | 87.68% |
January 31, 2022 | 87.68% |
December 31, 2021 | 87.68% |
November 30, 2021 | 87.68% |
October 31, 2021 | 87.68% |
September 30, 2021 | 87.68% |
August 31, 2021 | 87.68% |
July 31, 2021 | 87.68% |
June 30, 2021 | 87.68% |
May 31, 2021 | 87.68% |
April 30, 2021 | 87.68% |
March 31, 2021 | 87.68% |
February 28, 2021 | 87.68% |
January 31, 2021 | 87.68% |
December 31, 2020 | 87.68% |
November 30, 2020 | 87.68% |
October 31, 2020 | 87.68% |
September 30, 2020 | 87.68% |
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
86.13%
Minimum
Apr 2022
87.68%
Maximum
Nov 2019
86.86%
Average
86.13%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
PRA Group Inc | 75.60% |
Federal Agricultural Mortgage Corp | 49.43% |
Horizon Technology Finance Corp | 60.35% |
Community Bankers Corp | 63.26% |
Enova International Inc | 77.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.41 |
Beta (5Y) | 2.120 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.74% |
Historical Sharpe Ratio (5Y) | 0.097 |
Historical Sortino (5Y) | 0.1633 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.83% |