Marsh & McLennan Companies Inc (MMC)
221.16
+2.06
(+0.94%)
USD |
NYSE |
Nov 04, 16:00
221.19
+0.03
(+0.01%)
Pre-Market: 20:00
Marsh & McLennan Max Drawdown (5Y): 35.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.80% |
| September 30, 2024 | 35.80% |
| August 31, 2024 | 35.80% |
| July 31, 2024 | 35.80% |
| June 30, 2024 | 35.80% |
| May 31, 2024 | 35.80% |
| April 30, 2024 | 35.80% |
| March 31, 2024 | 35.80% |
| February 29, 2024 | 35.80% |
| January 31, 2024 | 35.80% |
| December 31, 2023 | 35.80% |
| November 30, 2023 | 35.80% |
| October 31, 2023 | 35.80% |
| September 30, 2023 | 35.80% |
| August 31, 2023 | 35.80% |
| July 31, 2023 | 35.80% |
| June 30, 2023 | 35.80% |
| May 31, 2023 | 35.80% |
| April 30, 2023 | 35.80% |
| March 31, 2023 | 35.80% |
| February 28, 2023 | 35.80% |
| January 31, 2023 | 35.80% |
| December 31, 2022 | 35.80% |
| November 30, 2022 | 35.80% |
| October 31, 2022 | 35.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 35.80% |
| August 31, 2022 | 35.80% |
| July 31, 2022 | 35.80% |
| June 30, 2022 | 35.80% |
| May 31, 2022 | 35.80% |
| April 30, 2022 | 35.80% |
| March 31, 2022 | 35.80% |
| February 28, 2022 | 35.80% |
| January 31, 2022 | 35.80% |
| December 31, 2021 | 35.80% |
| November 30, 2021 | 35.80% |
| October 31, 2021 | 35.80% |
| September 30, 2021 | 35.80% |
| August 31, 2021 | 35.80% |
| July 31, 2021 | 35.80% |
| June 30, 2021 | 35.80% |
| May 31, 2021 | 35.80% |
| April 30, 2021 | 35.80% |
| March 31, 2021 | 35.80% |
| February 28, 2021 | 35.80% |
| January 31, 2021 | 35.80% |
| December 31, 2020 | 35.80% |
| November 30, 2020 | 35.80% |
| October 31, 2020 | 35.80% |
| September 30, 2020 | 35.80% |
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
15.24%
Minimum
Nov 2019
35.80%
Maximum
Mar 2020
34.43%
Average
35.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Arthur J. Gallagher & Co | 37.21% |
| Brown & Brown Inc | 34.74% |
| CorVel Corp | 50.72% |
| Kingstone Companies Inc | 96.20% |
| eHealth Inc | 98.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.316 |
| Beta (5Y) | 0.9407 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.21% |
| Historical Sharpe Ratio (5Y) | 0.7289 |
| Historical Sortino (5Y) | 0.8685 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.16% |