Macquarie Group Ltd (MQBKY)
149.79
+1.61
(+1.09%)
USD |
OTCM |
Nov 14, 12:47
Macquarie Group Max Drawdown (5Y): 59.28% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.28% |
September 30, 2024 | 59.28% |
August 31, 2024 | 59.28% |
July 31, 2024 | 59.28% |
June 30, 2024 | 59.28% |
May 31, 2024 | 59.28% |
April 30, 2024 | 59.28% |
March 31, 2024 | 59.28% |
February 29, 2024 | 59.28% |
January 31, 2024 | 59.28% |
December 31, 2023 | 59.28% |
November 30, 2023 | 59.28% |
October 31, 2023 | 59.28% |
September 30, 2023 | 59.28% |
August 31, 2023 | 59.28% |
July 31, 2023 | 59.28% |
June 30, 2023 | 59.28% |
May 31, 2023 | 59.28% |
April 30, 2023 | 59.28% |
March 31, 2023 | 59.28% |
February 28, 2023 | 59.28% |
January 31, 2023 | 59.28% |
December 31, 2022 | 59.28% |
November 30, 2022 | 59.28% |
October 31, 2022 | 59.28% |
Date | Value |
---|---|
September 30, 2022 | 59.28% |
August 31, 2022 | 59.28% |
July 31, 2022 | 59.28% |
June 30, 2022 | 59.28% |
May 31, 2022 | 59.28% |
April 30, 2022 | 59.28% |
March 31, 2022 | 59.28% |
February 28, 2022 | 59.28% |
January 31, 2022 | 59.28% |
December 31, 2021 | 59.28% |
November 30, 2021 | 59.28% |
October 31, 2021 | 59.28% |
September 30, 2021 | 59.28% |
August 31, 2021 | 59.28% |
July 31, 2021 | 59.28% |
June 30, 2021 | 59.28% |
May 31, 2021 | 59.28% |
April 30, 2021 | 59.28% |
March 31, 2021 | 59.28% |
February 28, 2021 | 59.28% |
January 31, 2021 | 59.28% |
December 31, 2020 | 59.28% |
November 30, 2020 | 59.28% |
October 31, 2020 | 59.28% |
September 30, 2020 | 59.28% |
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
33.63%
Minimum
Nov 2019
59.28%
Maximum
Mar 2020
57.57%
Average
59.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SIPP International Industries Inc | 99.80% |
Computershare Ltd | 64.60% |
China Dasheng Biotechnology Co | 99.89% |
Commonwealth Bank of Australia | 47.81% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.729 |
Beta (5Y) | 1.615 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.32% |
Historical Sharpe Ratio (5Y) | 0.3431 |
Historical Sortino (5Y) | 0.4081 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.13% |