Marcus & Millichap Inc (MMI)
40.65
+0.52
(+1.30%)
USD |
NYSE |
Nov 21, 16:00
40.65
0.00 (0.00%)
After-Hours: 20:00
Marcus & Millichap Max Drawdown (5Y): 57.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.36% |
| September 30, 2024 | 57.36% |
| August 31, 2024 | 57.36% |
| July 31, 2024 | 57.36% |
| June 30, 2024 | 57.36% |
| May 31, 2024 | 57.36% |
| April 30, 2024 | 57.36% |
| March 31, 2024 | 57.36% |
| February 29, 2024 | 57.36% |
| January 31, 2024 | 57.36% |
| December 31, 2023 | 57.36% |
| November 30, 2023 | 57.36% |
| October 31, 2023 | 57.36% |
| September 30, 2023 | 57.36% |
| August 31, 2023 | 57.36% |
| July 31, 2023 | 57.36% |
| June 30, 2023 | 57.36% |
| May 31, 2023 | 57.36% |
| April 30, 2023 | 57.36% |
| March 31, 2023 | 57.36% |
| February 28, 2023 | 57.36% |
| January 31, 2023 | 57.36% |
| December 31, 2022 | 57.36% |
| November 30, 2022 | 57.36% |
| October 31, 2022 | 57.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.36% |
| August 31, 2022 | 57.36% |
| July 31, 2022 | 57.36% |
| June 30, 2022 | 57.36% |
| May 31, 2022 | 57.36% |
| April 30, 2022 | 57.36% |
| March 31, 2022 | 57.36% |
| February 28, 2022 | 57.36% |
| January 31, 2022 | 57.36% |
| December 31, 2021 | 57.36% |
| November 30, 2021 | 57.36% |
| October 31, 2021 | 57.36% |
| September 30, 2021 | 57.36% |
| August 31, 2021 | 57.36% |
| July 31, 2021 | 57.36% |
| June 30, 2021 | 57.36% |
| May 31, 2021 | 57.36% |
| April 30, 2021 | 57.36% |
| March 31, 2021 | 57.36% |
| February 28, 2021 | 57.87% |
| January 31, 2021 | 64.09% |
| December 31, 2020 | 64.09% |
| November 30, 2020 | 64.09% |
| October 31, 2020 | 64.09% |
| September 30, 2020 | 64.09% |
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
57.36%
Minimum
Mar 2021
64.09%
Maximum
Nov 2019
59.05%
Average
57.36%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Newmark Group Inc | -- |
| Jones Lang LaSalle Inc | 55.54% |
| Sachem Capital Corp | 76.34% |
| Compass Inc | -- |
| La Rosa Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.62 |
| Beta (5Y) | 1.139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.53% |
| Historical Sharpe Ratio (5Y) | 0.0024 |
| Historical Sortino (5Y) | 0.0042 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.73% |