Magnite Inc (MGNI)
12.20
-0.20
(-1.65%)
USD |
NASDAQ |
Nov 04, 16:00
12.16
-0.04
(-0.37%)
After-Hours: 20:00
Magnite Max Drawdown (5Y): 90.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.65% |
| September 30, 2024 | 90.65% |
| August 31, 2024 | 90.65% |
| July 31, 2024 | 90.65% |
| June 30, 2024 | 90.65% |
| May 31, 2024 | 90.65% |
| April 30, 2024 | 90.65% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
92.34%
Average
93.30%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Travelzoo | 85.17% |
| Dolphin Entertainment Inc | 97.76% |
| Cardlytics Inc | 98.35% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.74 |
| Beta (5Y) | 2.429 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.88% |
| Historical Sharpe Ratio (5Y) | 0.0586 |
| Historical Sortino (5Y) | 0.134 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.96% |