Magnite Inc (MGNI)
9.12
+0.32
(+3.64%)
USD |
NASDAQ |
Apr 26, 12:33
Magnite Max Drawdown (5Y): 90.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.65% |
| February 29, 2024 | 90.65% |
| January 31, 2024 | 90.65% |
| December 31, 2023 | 90.65% |
| November 30, 2023 | 90.65% |
| October 31, 2023 | 90.65% |
| September 30, 2023 | 90.65% |
| August 31, 2023 | 90.65% |
| July 31, 2023 | 90.65% |
| June 30, 2023 | 90.65% |
| May 31, 2023 | 90.65% |
| April 30, 2023 | 90.65% |
| March 31, 2023 | 90.65% |
| February 28, 2023 | 90.92% |
| January 31, 2023 | 92.00% |
| December 31, 2022 | 92.72% |
| November 30, 2022 | 93.30% |
| October 31, 2022 | 93.30% |
| September 30, 2022 | 93.30% |
| August 31, 2022 | 93.30% |
| July 31, 2022 | 93.30% |
| June 30, 2022 | 93.30% |
| May 31, 2022 | 93.30% |
| April 30, 2022 | 93.30% |
| March 31, 2022 | 93.30% |
| Date | Value |
|---|---|
| February 28, 2022 | 93.30% |
| January 31, 2022 | 93.30% |
| December 31, 2021 | 93.30% |
| November 30, 2021 | 93.30% |
| October 31, 2021 | 93.30% |
| September 30, 2021 | 93.30% |
| August 31, 2021 | 93.30% |
| July 31, 2021 | 93.30% |
| June 30, 2021 | 93.30% |
| May 31, 2021 | 93.30% |
| April 30, 2021 | 93.30% |
| March 31, 2021 | 93.30% |
| February 28, 2021 | 93.30% |
| January 31, 2021 | 93.30% |
| December 31, 2020 | 93.30% |
| November 30, 2020 | 93.30% |
| October 31, 2020 | 93.30% |
| September 30, 2020 | 93.30% |
| August 31, 2020 | 93.30% |
| July 31, 2020 | 93.30% |
| June 30, 2020 | 93.30% |
| May 31, 2020 | 93.30% |
| April 30, 2020 | 93.30% |
| March 31, 2020 | 93.30% |
| February 29, 2020 | 93.30% |
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
90.65%
Minimum
Mar 2023
93.30%
Maximum
Apr 2019
92.65%
Average
93.30%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Emerald Holding Inc | 93.08% |
| Cardlytics Inc | 98.35% |
| Stagwell Inc | 95.71% |
| Direct Digital Holdings Inc | -- |
| Lendway Inc | 84.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.27 |
| Beta (5Y) | 2.248 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.06% |
| Historical Sharpe Ratio (5Y) | 0.1049 |
| Historical Sortino (5Y) | 0.238 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.96% |