Medallion Financial Corp (MFIN)
9.48
+0.20
(+2.16%)
USD |
NASDAQ |
Nov 05, 16:00
9.48
0.00 (0.00%)
After-Hours: 16:23
Medallion Financial Max Drawdown (5Y): 85.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.52% |
| September 30, 2024 | 85.52% |
| August 31, 2024 | 85.52% |
| July 31, 2024 | 85.52% |
| June 30, 2024 | 85.52% |
| May 31, 2024 | 85.52% |
| April 30, 2024 | 85.52% |
| March 31, 2024 | 85.52% |
| February 29, 2024 | 85.52% |
| January 31, 2024 | 85.52% |
| December 31, 2023 | 85.52% |
| November 30, 2023 | 85.52% |
| October 31, 2023 | 85.52% |
| September 30, 2023 | 85.52% |
| August 31, 2023 | 85.52% |
| July 31, 2023 | 85.52% |
| June 30, 2023 | 85.52% |
| May 31, 2023 | 85.52% |
| April 30, 2023 | 85.52% |
| March 31, 2023 | 85.52% |
| February 28, 2023 | 85.52% |
| January 31, 2023 | 85.52% |
| December 31, 2022 | 85.52% |
| November 30, 2022 | 85.52% |
| October 31, 2022 | 85.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.52% |
| August 31, 2022 | 85.52% |
| July 31, 2022 | 85.52% |
| June 30, 2022 | 85.52% |
| May 31, 2022 | 85.52% |
| April 30, 2022 | 85.52% |
| March 31, 2022 | 85.52% |
| February 28, 2022 | 85.52% |
| January 31, 2022 | 86.51% |
| 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
85.52%
Minimum
Feb 2022
87.68%
Maximum
Nov 2019
86.48%
Average
85.52%
Median
Feb 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) | -20.40 |
| 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% |