Marsh & McLennan Companies Inc (MMC)

211.74 +1.39 (+0.66%) USD  |  NYSE  |  Dec 20, 16:00
211.94 +0.20 (+0.09%) After-Hours: 20:00
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Marsh & McLennan Max Drawdown (5Y): 35.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Arthur J. Gallagher & Co 37.21%
Brown & Brown Inc 34.74%
eHealth Inc 98.17%
CorVel Corp 50.72%
Kingstone Companies Inc 96.20%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.396
Beta (5Y) 0.9428
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 21.23%
Historical Sharpe Ratio (5Y) 0.7531
Historical Sortino (5Y) 0.9036
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.16%