Mastercard Inc (MA)
460.06
+0.24
(+0.05%)
USD |
NYSE |
Apr 17, 16:00
460.71
+0.64
(+0.14%)
After-Hours: 20:00
Mastercard Max Drawdown (5Y): 41.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 41.00% |
February 29, 2024 | 41.00% |
January 31, 2024 | 41.00% |
December 31, 2023 | 41.00% |
November 30, 2023 | 41.00% |
October 31, 2023 | 41.00% |
September 30, 2023 | 41.00% |
August 31, 2023 | 41.00% |
July 31, 2023 | 41.00% |
June 30, 2023 | 41.00% |
May 31, 2023 | 41.00% |
April 30, 2023 | 41.00% |
March 31, 2023 | 41.00% |
February 28, 2023 | 41.00% |
January 31, 2023 | 41.00% |
December 31, 2022 | 41.00% |
November 30, 2022 | 41.00% |
October 31, 2022 | 41.00% |
September 30, 2022 | 41.00% |
August 31, 2022 | 41.00% |
July 31, 2022 | 41.00% |
June 30, 2022 | 41.00% |
May 31, 2022 | 41.00% |
April 30, 2022 | 41.00% |
March 31, 2022 | 41.00% |
Date | Value |
---|---|
February 28, 2022 | 41.00% |
January 31, 2022 | 41.00% |
December 31, 2021 | 41.00% |
November 30, 2021 | 41.00% |
October 31, 2021 | 41.00% |
September 30, 2021 | 41.00% |
August 31, 2021 | 41.00% |
July 31, 2021 | 41.00% |
June 30, 2021 | 41.00% |
May 31, 2021 | 41.00% |
April 30, 2021 | 41.00% |
March 31, 2021 | 41.00% |
February 28, 2021 | 41.00% |
January 31, 2021 | 41.00% |
December 31, 2020 | 41.00% |
November 30, 2020 | 41.00% |
October 31, 2020 | 41.00% |
September 30, 2020 | 41.00% |
August 31, 2020 | 41.00% |
July 31, 2020 | 41.00% |
June 30, 2020 | 41.00% |
May 31, 2020 | 41.00% |
April 30, 2020 | 41.00% |
March 31, 2020 | 41.00% |
February 29, 2020 | 21.86% |
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
21.86%
Minimum
Apr 2019
41.00%
Maximum
Mar 2020
37.49%
Average
41.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Visa Inc | 36.36% |
American Express Co | 49.64% |
Citigroup Inc | 56.50% |
Capital One Financial Corp | 60.25% |
Discover Financial Services | 72.37% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.038 |
Beta (5Y) | 1.077 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.95% |
Historical Sharpe Ratio (5Y) | 0.562 |
Historical Sortino (5Y) | 0.7483 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.42% |