Altria Group Inc (MO)
43.37
-0.17
(-0.39%)
USD |
NYSE |
Apr 26, 16:00
43.36
-0.01
(-0.02%)
After-Hours: 16:13
Altria Group Max Drawdown (5Y): 53.62% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 53.62% |
February 29, 2024 | 53.62% |
January 31, 2024 | 53.62% |
December 31, 2023 | 53.62% |
November 30, 2023 | 53.62% |
October 31, 2023 | 53.62% |
September 30, 2023 | 53.62% |
August 31, 2023 | 53.62% |
July 31, 2023 | 53.62% |
June 30, 2023 | 53.62% |
May 31, 2023 | 53.62% |
April 30, 2023 | 53.62% |
March 31, 2023 | 53.62% |
February 28, 2023 | 53.62% |
January 31, 2023 | 53.62% |
December 31, 2022 | 53.62% |
November 30, 2022 | 53.62% |
October 31, 2022 | 53.62% |
September 30, 2022 | 53.62% |
August 31, 2022 | 53.62% |
July 31, 2022 | 53.62% |
June 30, 2022 | 53.62% |
May 31, 2022 | 53.62% |
April 30, 2022 | 53.62% |
March 31, 2022 | 53.62% |
Date | Value |
---|---|
February 28, 2022 | 53.62% |
January 31, 2022 | 53.62% |
December 31, 2021 | 53.62% |
November 30, 2021 | 53.62% |
October 31, 2021 | 53.62% |
September 30, 2021 | 53.62% |
August 31, 2021 | 53.62% |
July 31, 2021 | 53.62% |
June 30, 2021 | 53.62% |
May 31, 2021 | 53.62% |
April 30, 2021 | 53.62% |
March 31, 2021 | 53.62% |
February 28, 2021 | 53.62% |
January 31, 2021 | 53.62% |
December 31, 2020 | 53.62% |
November 30, 2020 | 53.62% |
October 31, 2020 | 53.62% |
September 30, 2020 | 53.62% |
August 31, 2020 | 53.62% |
July 31, 2020 | 53.62% |
June 30, 2020 | 53.62% |
May 31, 2020 | 53.62% |
April 30, 2020 | 53.62% |
March 31, 2020 | 53.62% |
February 29, 2020 | 41.68% |
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
40.06%
Minimum
Apr 2019
53.62%
Maximum
Mar 2020
51.30%
Average
53.62%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Philip Morris International Inc | 42.75% |
Vector Group Ltd | 49.31% |
Turning Point Brands Inc | 72.75% |
Acme United Corp | 52.48% |
PepsiCo Inc | 28.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.957 |
Beta (5Y) | 0.6526 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.34% |
Historical Sharpe Ratio (5Y) | 0.0241 |
Historical Sortino (5Y) | 0.0363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.28% |