Altria Group Inc (MO)
57.66
+0.95
(+1.68%)
USD |
NYSE |
Mar 26, 12:45
Altria Group Max Drawdown (5Y): 53.62% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
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270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Philip Morris International Inc | 42.75% |
| Turning Point Brands Inc | 72.75% |
| Tyson Foods Inc | 52.44% |
| Acme United Corp | 52.48% |
| Kaival Brands Innovations Group Inc | 99.93% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.247 |
| Beta (5Y) | 0.5615 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.04% |
| Historical Sharpe Ratio (5Y) | 0.6313 |
| Historical Sortino (5Y) | 1.021 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.05% |