Groupon Inc (GRPN)
11.22
-0.06
(-0.53%)
USD |
NASDAQ |
May 03, 16:00
11.22
0.00 (0.00%)
After-Hours: 20:00
Groupon Max Drawdown (5Y): 97.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 97.18% |
March 31, 2024 | 97.18% |
February 29, 2024 | 97.18% |
January 31, 2024 | 97.18% |
December 31, 2023 | 97.18% |
November 30, 2023 | 97.18% |
October 31, 2023 | 97.18% |
September 30, 2023 | 97.18% |
August 31, 2023 | 97.18% |
July 31, 2023 | 97.18% |
June 30, 2023 | 97.18% |
May 31, 2023 | 97.18% |
April 30, 2023 | 96.80% |
March 31, 2023 | 96.80% |
February 28, 2023 | 94.27% |
January 31, 2023 | 94.27% |
December 31, 2022 | 94.27% |
November 30, 2022 | 94.27% |
October 31, 2022 | 94.27% |
September 30, 2022 | 93.21% |
August 31, 2022 | 92.55% |
July 31, 2022 | 92.55% |
June 30, 2022 | 92.55% |
May 31, 2022 | 92.55% |
April 30, 2022 | 92.55% |
Date | Value |
---|---|
March 31, 2022 | 92.55% |
February 28, 2022 | 92.55% |
January 31, 2022 | 92.55% |
December 31, 2021 | 92.55% |
November 30, 2021 | 92.55% |
October 31, 2021 | 92.55% |
September 30, 2021 | 92.55% |
August 31, 2021 | 92.55% |
July 31, 2021 | 92.55% |
June 30, 2021 | 92.55% |
May 31, 2021 | 92.55% |
April 30, 2021 | 92.55% |
March 31, 2021 | 92.55% |
February 28, 2021 | 92.55% |
January 31, 2021 | 92.55% |
December 31, 2020 | 92.55% |
November 30, 2020 | 92.55% |
October 31, 2020 | 92.55% |
September 30, 2020 | 92.55% |
August 31, 2020 | 92.55% |
July 31, 2020 | 92.55% |
June 30, 2020 | 92.55% |
May 31, 2020 | 92.55% |
April 30, 2020 | 92.55% |
March 31, 2020 | 92.55% |
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
91.52%
Minimum
May 2019
97.18%
Maximum
May 2023
93.60%
Average
92.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Zedge Inc | 91.40% |
comScore Inc | 97.85% |
Meta Platforms Inc | 76.74% |
Thryv Holdings Inc | -- |
Upexi Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -51.06 |
Beta (5Y) | 1.677 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 98.17% |
Historical Sharpe Ratio (5Y) | -0.3298 |
Historical Sortino (5Y) | -0.6402 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.86% |