Newmark Group Inc (NMRK)
9.56
-0.01
(-0.10%)
USD |
NASDAQ |
Apr 22, 16:00
9.545
-0.02
(-0.16%)
After-Hours: 20:00
Newmark Group Max Drawdown (5Y): 83.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 83.86% |
| February 29, 2024 | 83.86% |
| January 31, 2024 | 83.86% |
| December 31, 2023 | 83.86% |
| November 30, 2023 | 83.86% |
| October 31, 2023 | 83.86% |
| September 30, 2023 | 83.86% |
| August 31, 2023 | 83.86% |
| July 31, 2023 | 83.86% |
| June 30, 2023 | 83.86% |
| May 31, 2023 | 83.86% |
| April 30, 2023 | 83.86% |
| March 31, 2023 | 83.86% |
| February 28, 2023 | 83.86% |
| January 31, 2023 | 83.86% |
| December 31, 2022 | 83.86% |
| November 30, 2022 | 83.86% |
| October 31, 2022 | 83.86% |
| September 30, 2022 | 83.86% |
| August 31, 2022 | 83.86% |
| July 31, 2022 | 83.86% |
| June 30, 2022 | 83.86% |
| May 31, 2022 | 83.86% |
| April 30, 2022 | 83.86% |
| March 31, 2022 | 83.86% |
| Date | Value |
|---|---|
| February 28, 2022 | 83.86% |
| January 31, 2022 | 83.86% |
| December 31, 2021 | 83.86% |
| November 30, 2021 | 83.86% |
| October 31, 2021 | 83.86% |
| September 30, 2021 | 83.86% |
| August 31, 2021 | 83.86% |
| July 31, 2021 | 83.86% |
| June 30, 2021 | 83.86% |
| May 31, 2021 | 83.86% |
| April 30, 2021 | 83.86% |
| March 31, 2021 | 83.86% |
| February 28, 2021 | 83.86% |
| January 31, 2021 | 83.86% |
| December 31, 2020 | 83.86% |
| November 30, 2020 | 83.86% |
| October 31, 2020 | 83.86% |
| September 30, 2020 | 83.86% |
| August 31, 2020 | 83.86% |
| July 31, 2020 | 83.86% |
| June 30, 2020 | 83.86% |
| May 31, 2020 | 83.86% |
| April 30, 2020 | 83.86% |
| March 31, 2020 | 83.86% |
| February 29, 2020 | 52.94% |
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
52.72%
Minimum
Apr 2019
83.86%
Maximum
Mar 2020
78.19%
Average
83.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Jones Lang LaSalle Inc | 55.54% |
| Marcus & Millichap Inc | 57.36% |
| Compass Inc | -- |
| La Rosa Holdings Corp | -- |
| Sachem Capital Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.20 |
| Beta (5Y) | 1.974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.72% |
| Historical Sharpe Ratio (5Y) | 0.0916 |
| Historical Sortino (5Y) | 0.1372 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.24% |