Visa Inc (V)
271.84
-2.68
(-0.98%)
USD |
NYSE |
Apr 29, 16:00
271.40
-0.44
(-0.16%)
After-Hours: 20:00
Visa Max Drawdown (5Y): 36.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 36.36% |
February 29, 2024 | 36.36% |
January 31, 2024 | 36.36% |
December 31, 2023 | 36.36% |
November 30, 2023 | 36.36% |
October 31, 2023 | 36.36% |
September 30, 2023 | 36.36% |
August 31, 2023 | 36.36% |
July 31, 2023 | 36.36% |
June 30, 2023 | 36.36% |
May 31, 2023 | 36.36% |
April 30, 2023 | 36.36% |
March 31, 2023 | 36.36% |
February 28, 2023 | 36.36% |
January 31, 2023 | 36.36% |
December 31, 2022 | 36.36% |
November 30, 2022 | 36.36% |
October 31, 2022 | 36.36% |
September 30, 2022 | 36.36% |
August 31, 2022 | 36.36% |
July 31, 2022 | 36.36% |
June 30, 2022 | 36.36% |
May 31, 2022 | 36.36% |
April 30, 2022 | 36.36% |
March 31, 2022 | 36.36% |
Date | Value |
---|---|
February 28, 2022 | 36.36% |
January 31, 2022 | 36.36% |
December 31, 2021 | 36.36% |
November 30, 2021 | 36.36% |
October 31, 2021 | 36.36% |
September 30, 2021 | 36.36% |
August 31, 2021 | 36.36% |
July 31, 2021 | 36.36% |
June 30, 2021 | 36.36% |
May 31, 2021 | 36.36% |
April 30, 2021 | 36.36% |
March 31, 2021 | 36.36% |
February 28, 2021 | 36.36% |
January 31, 2021 | 36.36% |
December 31, 2020 | 36.36% |
November 30, 2020 | 36.36% |
October 31, 2020 | 36.36% |
September 30, 2020 | 36.36% |
August 31, 2020 | 36.36% |
July 31, 2020 | 36.36% |
June 30, 2020 | 36.36% |
May 31, 2020 | 36.36% |
April 30, 2020 | 36.36% |
March 31, 2020 | 36.36% |
February 29, 2020 | 19.13% |
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
19.13%
Minimum
Apr 2019
36.36%
Maximum
Mar 2020
33.21%
Average
36.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mastercard Inc | 41.00% |
American Express Co | 49.64% |
Bank of America Corp | 48.93% |
Citigroup Inc | 56.50% |
Capital One Financial Corp | 60.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.395 |
Beta (5Y) | 0.9561 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.82% |
Historical Sharpe Ratio (5Y) | 0.5082 |
Historical Sortino (5Y) | 0.6807 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.25% |