MTN Group Ltd. (MTNOY)
11.85
-0.03
(-0.27%)
USD |
OTCM |
Aug 25, 16:00
MTN Group Max Drawdown (5Y) : 68.68% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 68.68% |
| June 30, 2026 | 68.68% |
| May 31, 2026 | 68.68% |
| April 30, 2026 | 68.68% |
| March 31, 2026 | 68.68% |
| February 28, 2026 | 68.68% |
| January 31, 2026 | 68.68% |
| December 31, 2025 | 68.68% |
| November 30, 2025 | 68.68% |
| October 31, 2025 | 68.68% |
| September 30, 2025 | 68.93% |
| August 31, 2025 | 70.17% |
| July 31, 2025 | 70.77% |
| June 30, 2025 | 73.68% |
| May 31, 2025 | 77.98% |
| April 30, 2025 | 82.29% |
| March 31, 2025 | 84.33% |
| February 28, 2025 | 89.41% |
| January 31, 2025 | 89.41% |
| December 31, 2024 | 89.41% |
| November 30, 2024 | 89.41% |
| October 31, 2024 | 89.41% |
| September 30, 2024 | 89.41% |
| August 31, 2024 | 89.41% |
| July 31, 2024 | 89.41% |
| Date | Value |
|---|---|
| June 30, 2024 | 89.41% |
| May 31, 2024 | 89.41% |
| April 30, 2024 | 89.41% |
| March 31, 2024 | 89.41% |
| February 29, 2024 | 89.41% |
| January 31, 2024 | 89.41% |
| December 31, 2023 | 89.41% |
| November 30, 2023 | 89.41% |
| October 31, 2023 | 89.41% |
| September 30, 2023 | 89.41% |
| August 31, 2023 | 89.41% |
| July 31, 2023 | 89.41% |
| June 30, 2023 | 89.41% |
| May 31, 2023 | 89.41% |
| April 30, 2023 | 89.41% |
| March 31, 2023 | 89.41% |
| February 28, 2023 | 89.41% |
| January 31, 2023 | 89.41% |
| December 31, 2022 | 89.41% |
| November 30, 2022 | 89.41% |
| October 31, 2022 | 89.41% |
| September 30, 2022 | 89.41% |
| August 31, 2022 | 89.41% |
| July 31, 2022 | 89.41% |
| June 30, 2022 | 89.41% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Vodacom Group Ltd. | 54.18% |
| America Movil SAB de CV | 38.08% |
| Cellcom Israel Ltd. | 73.94% |
| T-Mobile US, Inc. | 37.15% |
| SK Telecom Co., Ltd. | 39.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1739 |
| Beta (5Y) | 1.167 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.96% |
| Historical Sharpe Ratio (5Y) | 0.2731 |
| Historical Sortino (5Y) | 0.5885 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.04% |