Amazon.com Inc (AMZN)
184.77
+5.77
(+3.22%)
USD |
NASDAQ |
May 02, 16:00
184.58
-0.19
(-0.10%)
After-Hours: 16:12
Amazon.com Max Drawdown (5Y): 56.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.15% |
March 31, 2024 | 56.15% |
February 29, 2024 | 56.15% |
January 31, 2024 | 56.15% |
December 31, 2023 | 56.15% |
November 30, 2023 | 56.15% |
October 31, 2023 | 56.15% |
September 30, 2023 | 56.15% |
August 31, 2023 | 56.15% |
July 31, 2023 | 56.15% |
June 30, 2023 | 56.15% |
May 31, 2023 | 56.15% |
April 30, 2023 | 56.15% |
March 31, 2023 | 56.15% |
February 28, 2023 | 56.15% |
January 31, 2023 | 56.15% |
December 31, 2022 | 56.15% |
November 30, 2022 | 53.83% |
October 31, 2022 | 45.16% |
September 30, 2022 | 45.16% |
August 31, 2022 | 45.16% |
July 31, 2022 | 45.16% |
June 30, 2022 | 45.16% |
May 31, 2022 | 44.20% |
April 30, 2022 | 34.10% |
Date | Value |
---|---|
March 31, 2022 | 34.10% |
February 28, 2022 | 34.10% |
January 31, 2022 | 34.10% |
December 31, 2021 | 34.10% |
November 30, 2021 | 34.10% |
October 31, 2021 | 34.10% |
September 30, 2021 | 34.10% |
August 31, 2021 | 34.10% |
July 31, 2021 | 34.10% |
June 30, 2021 | 34.10% |
May 31, 2021 | 34.10% |
April 30, 2021 | 34.10% |
March 31, 2021 | 34.10% |
February 28, 2021 | 34.10% |
January 31, 2021 | 34.10% |
December 31, 2020 | 34.10% |
November 30, 2020 | 34.10% |
October 31, 2020 | 34.10% |
September 30, 2020 | 34.10% |
August 31, 2020 | 34.10% |
July 31, 2020 | 34.10% |
June 30, 2020 | 34.10% |
May 31, 2020 | 34.10% |
April 30, 2020 | 34.10% |
March 31, 2020 | 34.10% |
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
34.10%
Minimum
May 2019
56.15%
Maximum
Dec 2022
41.77%
Average
34.10%
Median
May 2019
Max Drawdown (5Y) Benchmarks
eBay Inc | 53.57% |
iRobot Corp | 95.82% |
Starbucks Corp | 43.68% |
Tesla Inc | 73.63% |
Etsy Inc | 79.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.223 |
Beta (5Y) | 1.154 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.51% |
Historical Sharpe Ratio (5Y) | 0.3174 |
Historical Sortino (5Y) | 0.4836 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.59% |