MTN Group Ltd (MTNOY)
4.36
-0.22
(-4.80%)
USD |
OTCM |
Nov 14, 12:08
MTN Group Max Drawdown (5Y): 88.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.54% |
| September 30, 2024 | 88.54% |
| August 31, 2024 | 88.54% |
| July 31, 2024 | 88.54% |
| June 30, 2024 | 88.54% |
| May 31, 2024 | 88.54% |
| April 30, 2024 | 88.54% |
| March 31, 2024 | 88.54% |
| February 29, 2024 | 88.54% |
| January 31, 2024 | 88.54% |
| December 31, 2023 | 88.54% |
| November 30, 2023 | 88.54% |
| October 31, 2023 | 88.54% |
| September 30, 2023 | 88.54% |
| August 31, 2023 | 88.54% |
| July 31, 2023 | 88.54% |
| June 30, 2023 | 88.54% |
| May 31, 2023 | 88.54% |
| April 30, 2023 | 88.54% |
| March 31, 2023 | 88.54% |
| February 28, 2023 | 88.54% |
| January 31, 2023 | 88.54% |
| December 31, 2022 | 88.54% |
| November 30, 2022 | 88.54% |
| October 31, 2022 | 88.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.54% |
| August 31, 2022 | 88.54% |
| July 31, 2022 | 88.54% |
| June 30, 2022 | 88.54% |
| May 31, 2022 | 88.54% |
| April 30, 2022 | 88.54% |
| March 31, 2022 | 88.54% |
| February 28, 2022 | 88.54% |
| January 31, 2022 | 88.54% |
| December 31, 2021 | 88.54% |
| November 30, 2021 | 88.54% |
| October 31, 2021 | 88.54% |
| September 30, 2021 | 88.54% |
| August 31, 2021 | 88.54% |
| July 31, 2021 | 88.54% |
| June 30, 2021 | 88.54% |
| May 31, 2021 | 88.54% |
| April 30, 2021 | 88.54% |
| March 31, 2021 | 88.54% |
| February 28, 2021 | 88.54% |
| January 31, 2021 | 88.54% |
| December 31, 2020 | 88.54% |
| November 30, 2020 | 88.54% |
| October 31, 2020 | 88.54% |
| September 30, 2020 | 88.54% |
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
75.16%
Minimum
Nov 2019
88.54%
Maximum
Mar 2020
87.65%
Average
88.54%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Naspers Ltd | 66.27% |
| Vodacom Group Ltd | 57.96% |
| MultiChoice Group Ltd | 62.13% |
| Mega Matrix Inc | 95.39% |
| Globalstar Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.48 |
| Beta (5Y) | 1.532 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.59% |
| Historical Sharpe Ratio (5Y) | -0.0762 |
| Historical Sortino (5Y) | -0.1106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.10% |