Magnite Inc (MGNI)
12.35
-0.01
(-0.08%)
USD |
NASDAQ |
May 31, 16:00
12.36
+0.01
(+0.08%)
After-Hours: 20:00
Magnite Max Drawdown (5Y): 90.65% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 90.65% |
April 30, 2024 | 90.65% |
March 31, 2024 | 90.65% |
February 29, 2024 | 90.65% |
January 31, 2024 | 90.65% |
December 31, 2023 | 90.65% |
November 30, 2023 | 90.65% |
October 31, 2023 | 90.65% |
September 30, 2023 | 90.65% |
August 31, 2023 | 90.65% |
July 31, 2023 | 90.65% |
June 30, 2023 | 90.65% |
May 31, 2023 | 90.65% |
April 30, 2023 | 90.65% |
March 31, 2023 | 90.65% |
February 28, 2023 | 90.92% |
January 31, 2023 | 92.00% |
December 31, 2022 | 92.72% |
November 30, 2022 | 93.30% |
October 31, 2022 | 93.30% |
September 30, 2022 | 93.30% |
August 31, 2022 | 93.30% |
July 31, 2022 | 93.30% |
June 30, 2022 | 93.30% |
May 31, 2022 | 93.30% |
Date | Value |
---|---|
April 30, 2022 | 93.30% |
March 31, 2022 | 93.30% |
February 28, 2022 | 93.30% |
January 31, 2022 | 93.30% |
December 31, 2021 | 93.30% |
November 30, 2021 | 93.30% |
October 31, 2021 | 93.30% |
September 30, 2021 | 93.30% |
August 31, 2021 | 93.30% |
July 31, 2021 | 93.30% |
June 30, 2021 | 93.30% |
May 31, 2021 | 93.30% |
April 30, 2021 | 93.30% |
March 31, 2021 | 93.30% |
February 28, 2021 | 93.30% |
January 31, 2021 | 93.30% |
December 31, 2020 | 93.30% |
November 30, 2020 | 93.30% |
October 31, 2020 | 93.30% |
September 30, 2020 | 93.30% |
August 31, 2020 | 93.30% |
July 31, 2020 | 93.30% |
June 30, 2020 | 93.30% |
May 31, 2020 | 93.30% |
April 30, 2020 | 93.30% |
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
90.65%
Minimum
Mar 2023
93.30%
Maximum
Jun 2019
92.57%
Average
93.30%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Lendway Inc | 84.04% |
Ziff Davis Inc | 66.23% |
Travelzoo | 85.17% |
Dolphin Entertainment Inc | 97.76% |
Cardlytics Inc | 98.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.69 |
Beta (5Y) | 2.346 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.47% |
Historical Sharpe Ratio (5Y) | 0.1603 |
Historical Sortino (5Y) | 0.3694 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.96% |