Marsh & McLennan Companies Inc (MMC)
201.47
+0.52
(+0.26%)
USD |
NYSE |
Apr 25, 16:00
201.37
-0.10
(-0.05%)
Pre-Market: 20:00
Marsh & McLennan Max Drawdown (5Y): 35.80% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 35.80% |
July 31, 2020 | 35.80% |
June 30, 2020 | 35.80% |
May 31, 2020 | 35.80% |
April 30, 2020 | 35.80% |
March 31, 2020 | 35.80% |
February 29, 2020 | 15.24% |
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
Apr 2019
35.80%
Maximum
Mar 2020
32.03%
Average
35.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brown & Brown Inc | 34.74% |
Arthur J. Gallagher & Co | 37.21% |
Blackstone Inc | 49.26% |
Assurant Inc | 44.64% |
CorVel Corp | 50.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.132 |
Beta (5Y) | 0.8979 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.55% |
Historical Sharpe Ratio (5Y) | 0.7821 |
Historical Sortino (5Y) | 0.9514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.16% |