Newmark Group Inc (NMRK)
14.96
+0.22
(+1.49%)
USD |
NASDAQ |
Nov 21, 16:00
14.79
-0.17
(-1.14%)
After-Hours: 20:00
Newmark Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Marcus & Millichap Inc | 57.36% |
| Jones Lang LaSalle Inc | 55.54% |
| Sachem Capital Corp | 76.34% |
| Compass Inc | -- |
| La Rosa Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.87 |
| Beta (5Y) | 2.013 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.74% |
| Historical Sharpe Ratio (5Y) | 0.1023 |
| Historical Sortino (5Y) | 0.1515 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.24% |