Five9 Inc (FIVN)
53.09
-0.78
(-1.45%)
USD |
NASDAQ |
May 17, 16:00
53.09
0.00 (0.00%)
After-Hours: 20:00
Five9 Max Drawdown (5Y): 77.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.59% |
March 31, 2024 | 77.59% |
February 29, 2024 | 77.59% |
January 31, 2024 | 77.59% |
December 31, 2023 | 77.59% |
November 30, 2023 | 77.59% |
October 31, 2023 | 77.59% |
September 30, 2023 | 77.59% |
August 31, 2023 | 77.59% |
July 31, 2023 | 77.59% |
June 30, 2023 | 77.59% |
May 31, 2023 | 77.59% |
April 30, 2023 | 77.59% |
March 31, 2023 | 77.59% |
February 28, 2023 | 77.59% |
January 31, 2023 | 77.59% |
December 31, 2022 | 77.59% |
November 30, 2022 | 77.59% |
October 31, 2022 | 73.96% |
September 30, 2022 | 64.24% |
August 31, 2022 | 60.79% |
July 31, 2022 | 60.79% |
June 30, 2022 | 60.79% |
May 31, 2022 | 60.36% |
April 30, 2022 | 60.36% |
Date | Value |
---|---|
March 31, 2022 | 60.36% |
February 28, 2022 | 50.34% |
January 31, 2022 | 43.76% |
December 31, 2021 | 38.84% |
November 30, 2021 | 35.70% |
October 31, 2021 | 33.08% |
September 30, 2021 | 28.32% |
August 31, 2021 | 28.32% |
July 31, 2021 | 28.32% |
June 30, 2021 | 28.32% |
May 31, 2021 | 28.32% |
April 30, 2021 | 28.32% |
March 31, 2021 | 28.32% |
February 28, 2021 | 28.32% |
January 31, 2021 | 28.32% |
December 31, 2020 | 28.32% |
November 30, 2020 | 30.73% |
October 31, 2020 | 30.73% |
September 30, 2020 | 30.73% |
August 31, 2020 | 42.84% |
July 31, 2020 | 53.18% |
June 30, 2020 | 55.42% |
May 31, 2020 | 55.42% |
April 30, 2020 | 55.42% |
March 31, 2020 | 55.42% |
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
28.32%
Minimum
Dec 2020
77.59%
Maximum
Nov 2022
55.79%
Average
55.42%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Zoom Video Communications Inc | 89.60% |
Intuit Inc | 49.01% |
Synopsys Inc | 34.25% |
Mitek Systems Inc | 63.31% |
Zeta Global Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.901 |
Beta (5Y) | 0.8519 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.27% |
Historical Sharpe Ratio (5Y) | -0.0079 |
Historical Sortino (5Y) | -0.0142 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.27% |