Maximus Inc (MMS)
74.96
-5.57
(-6.92%)
USD |
NYSE |
Nov 21, 16:00
74.93
-0.03
(-0.04%)
After-Hours: 20:00
Maximus Max Drawdown (5Y): 40.41% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.41% |
| September 30, 2024 | 40.41% |
| August 31, 2024 | 40.41% |
| July 31, 2024 | 40.41% |
| June 30, 2024 | 40.41% |
| May 31, 2024 | 40.41% |
| April 30, 2024 | 40.41% |
| March 31, 2024 | 40.41% |
| February 29, 2024 | 40.41% |
| January 31, 2024 | 40.41% |
| December 31, 2023 | 40.41% |
| November 30, 2023 | 40.41% |
| October 31, 2023 | 40.41% |
| September 30, 2023 | 40.41% |
| August 31, 2023 | 40.41% |
| July 31, 2023 | 40.41% |
| June 30, 2023 | 40.41% |
| May 31, 2023 | 40.41% |
| April 30, 2023 | 40.41% |
| March 31, 2023 | 40.41% |
| February 28, 2023 | 40.41% |
| January 31, 2023 | 40.41% |
| December 31, 2022 | 40.41% |
| November 30, 2022 | 40.41% |
| October 31, 2022 | 40.41% |
| Date | Value |
|---|---|
| September 30, 2022 | 39.11% |
| August 31, 2022 | 39.11% |
| July 31, 2022 | 39.11% |
| June 30, 2022 | 39.11% |
| May 31, 2022 | 38.81% |
| April 30, 2022 | 38.81% |
| March 31, 2022 | 38.81% |
| February 28, 2022 | 38.81% |
| January 31, 2022 | 38.81% |
| December 31, 2021 | 38.81% |
| November 30, 2021 | 38.81% |
| October 31, 2021 | 38.81% |
| September 30, 2021 | 38.81% |
| August 31, 2021 | 38.81% |
| July 31, 2021 | 38.81% |
| June 30, 2021 | 38.81% |
| May 31, 2021 | 38.81% |
| April 30, 2021 | 38.81% |
| March 31, 2021 | 38.81% |
| February 28, 2021 | 38.81% |
| January 31, 2021 | 38.81% |
| December 31, 2020 | 38.81% |
| November 30, 2020 | 38.81% |
| October 31, 2020 | 38.81% |
| September 30, 2020 | 38.81% |
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
34.96%
Minimum
Nov 2019
40.41%
Maximum
Oct 2022
39.24%
Average
38.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ICF International Inc | 45.83% |
| Booz Allen Hamilton Holding Corp | 27.44% |
| FTI Consulting Inc | 31.73% |
| Huron Consulting Group Inc | 49.71% |
| Initio Inc | 99.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.398 |
| Beta (5Y) | 0.7721 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.41% |
| Historical Sharpe Ratio (5Y) | 0.0642 |
| Historical Sortino (5Y) | 0.1025 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.10% |