Shopify Inc (SHOP)
74.46
+2.46
(+3.42%)
USD |
NYSE |
May 03, 16:00
74.50
+0.04
(+0.05%)
Pre-Market: 20:00
Shopify Max Drawdown (5Y): 84.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.82% |
March 31, 2024 | 84.82% |
February 29, 2024 | 84.82% |
January 31, 2024 | 84.82% |
December 31, 2023 | 84.82% |
November 30, 2023 | 84.82% |
October 31, 2023 | 84.82% |
September 30, 2023 | 84.82% |
August 31, 2023 | 84.82% |
July 31, 2023 | 84.82% |
June 30, 2023 | 84.82% |
May 31, 2023 | 84.82% |
April 30, 2023 | 84.82% |
March 31, 2023 | 84.82% |
February 28, 2023 | 84.82% |
January 31, 2023 | 84.82% |
December 31, 2022 | 84.82% |
November 30, 2022 | 84.82% |
October 31, 2022 | 84.82% |
September 30, 2022 | 84.17% |
August 31, 2022 | 82.05% |
July 31, 2022 | 82.05% |
June 30, 2022 | 82.05% |
May 31, 2022 | 81.16% |
April 30, 2022 | 75.38% |
Date | Value |
---|---|
March 31, 2022 | 69.68% |
February 28, 2022 | 62.96% |
January 31, 2022 | 51.75% |
December 31, 2021 | 40.67% |
November 30, 2021 | 40.67% |
October 31, 2021 | 40.67% |
September 30, 2021 | 40.67% |
August 31, 2021 | 40.67% |
July 31, 2021 | 40.67% |
June 30, 2021 | 40.67% |
May 31, 2021 | 40.67% |
April 30, 2021 | 40.67% |
March 31, 2021 | 40.67% |
February 28, 2021 | 40.67% |
January 31, 2021 | 40.67% |
December 31, 2020 | 40.67% |
November 30, 2020 | 52.11% |
October 31, 2020 | 52.11% |
September 30, 2020 | 52.11% |
August 31, 2020 | 52.11% |
July 31, 2020 | 52.11% |
June 30, 2020 | 52.11% |
May 31, 2020 | 52.11% |
April 30, 2020 | 52.11% |
March 31, 2020 | 52.11% |
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
40.67%
Minimum
Dec 2020
84.82%
Maximum
Oct 2022
63.36%
Average
52.11%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Microsoft Corp | 37.14% |
Uber Technologies Inc | -- |
Datadog Inc | -- |
CrowdStrike Holdings Inc | -- |
Cadence Design Systems Inc | 32.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.026 |
Beta (5Y) | 2.204 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.26% |
Historical Sharpe Ratio (5Y) | 0.325 |
Historical Sortino (5Y) | 0.5984 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.22% |