Magna International Inc (MGA)
46.63
+1.55
(+3.44%)
USD |
NYSE |
Nov 25, 14:55
Magna International Max Drawdown (5Y): 61.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.58% |
| September 30, 2024 | 61.58% |
| August 31, 2024 | 61.58% |
| July 31, 2024 | 61.58% |
| June 30, 2024 | 61.58% |
| May 31, 2024 | 61.58% |
| April 30, 2024 | 61.58% |
| March 31, 2024 | 61.58% |
| February 29, 2024 | 61.58% |
| January 31, 2024 | 61.58% |
| December 31, 2023 | 61.58% |
| November 30, 2023 | 61.58% |
| October 31, 2023 | 61.58% |
| September 30, 2023 | 61.58% |
| August 31, 2023 | 61.58% |
| July 31, 2023 | 61.58% |
| June 30, 2023 | 61.58% |
| May 31, 2023 | 61.58% |
| April 30, 2023 | 61.58% |
| March 31, 2023 | 61.58% |
| February 28, 2023 | 61.58% |
| January 31, 2023 | 61.58% |
| December 31, 2022 | 61.58% |
| November 30, 2022 | 61.58% |
| October 31, 2022 | 61.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.58% |
| August 31, 2022 | 61.58% |
| July 31, 2022 | 61.58% |
| June 30, 2022 | 61.58% |
| May 31, 2022 | 61.58% |
| April 30, 2022 | 61.58% |
| March 31, 2022 | 61.58% |
| February 28, 2022 | 61.58% |
| January 31, 2022 | 61.58% |
| December 31, 2021 | 61.58% |
| November 30, 2021 | 61.58% |
| October 31, 2021 | 61.58% |
| September 30, 2021 | 61.58% |
| August 31, 2021 | 61.58% |
| July 31, 2021 | 61.58% |
| June 30, 2021 | 61.58% |
| May 31, 2021 | 61.58% |
| April 30, 2021 | 61.58% |
| March 31, 2021 | 61.58% |
| February 28, 2021 | 61.58% |
| January 31, 2021 | 61.58% |
| December 31, 2020 | 61.58% |
| November 30, 2020 | 61.58% |
| October 31, 2020 | 61.58% |
| September 30, 2020 | 61.58% |
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
46.40%
Minimum
Nov 2019
61.58%
Maximum
Mar 2020
60.57%
Average
61.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Taiga Motors Corp | -- |
| General Motors Co | 59.94% |
| Tesla Inc | 73.63% |
| Gentherm Inc | 60.24% |
| Vision Marine Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.90 |
| Beta (5Y) | 1.584 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.67% |
| Historical Sharpe Ratio (5Y) | -0.1449 |
| Historical Sortino (5Y) | -0.2235 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.17% |