Etsy Inc (ETSY)
67.43
+0.23
(+0.34%)
USD |
NASDAQ |
Apr 26, 16:00
67.76
+0.33
(+0.49%)
After-Hours: 20:00
Etsy Max Drawdown (5Y): 79.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 79.57% |
| February 29, 2024 | 79.57% |
| January 31, 2024 | 79.57% |
| December 31, 2023 | 79.57% |
| November 30, 2023 | 79.57% |
| October 31, 2023 | 79.35% |
| September 30, 2023 | 79.16% |
| August 31, 2023 | 76.76% |
| July 31, 2023 | 76.76% |
| June 30, 2023 | 76.76% |
| May 31, 2023 | 76.76% |
| April 30, 2023 | 76.76% |
| March 31, 2023 | 76.76% |
| February 28, 2023 | 76.76% |
| January 31, 2023 | 76.76% |
| December 31, 2022 | 76.76% |
| November 30, 2022 | 76.76% |
| October 31, 2022 | 76.76% |
| September 30, 2022 | 76.76% |
| August 31, 2022 | 76.76% |
| July 31, 2022 | 76.76% |
| June 30, 2022 | 76.76% |
| May 31, 2022 | 76.35% |
| April 30, 2022 | 68.61% |
| March 31, 2022 | 60.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 64.98% |
| January 31, 2022 | 65.70% |
| December 31, 2021 | 68.13% |
| November 30, 2021 | 68.13% |
| October 31, 2021 | 68.13% |
| September 30, 2021 | 68.13% |
| August 31, 2021 | 68.13% |
| July 31, 2021 | 68.13% |
| June 30, 2021 | 68.13% |
| May 31, 2021 | 68.13% |
| April 30, 2021 | 69.33% |
| March 31, 2021 | 70.87% |
| February 28, 2021 | 72.70% |
| January 31, 2021 | 73.17% |
| December 31, 2020 | 73.17% |
| November 30, 2020 | 78.80% |
| October 31, 2020 | 78.80% |
| September 30, 2020 | 78.80% |
| August 31, 2020 | 78.80% |
| July 31, 2020 | 78.80% |
| June 30, 2020 | 78.80% |
| May 31, 2020 | 78.80% |
| April 30, 2020 | 78.80% |
| March 31, 2020 | 78.80% |
| February 29, 2020 | 78.80% |
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
60.76%
Minimum
Mar 2022
79.57%
Maximum
Nov 2023
75.41%
Average
76.76%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Amazon.com Inc | 56.15% |
| eBay Inc | 53.57% |
| The Home Depot Inc | 37.97% |
| Tractor Supply Co | 39.73% |
| Rivian Automotive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.84 |
| Beta (5Y) | 2.014 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.41% |
| Historical Sharpe Ratio (5Y) | -0.0234 |
| Historical Sortino (5Y) | -0.0491 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.40% |