Snap Inc (SNAP)
17.03
+0.19
(+1.13%)
USD |
NYSE |
May 07, 15:03
Snap Max Drawdown (5Y): 90.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.66% |
| March 31, 2024 | 90.66% |
| February 29, 2024 | 90.66% |
| January 31, 2024 | 90.66% |
| December 31, 2023 | 90.66% |
| November 30, 2023 | 90.66% |
| October 31, 2023 | 90.66% |
| September 30, 2023 | 90.66% |
| August 31, 2023 | 90.66% |
| July 31, 2023 | 90.66% |
| June 30, 2023 | 90.66% |
| May 31, 2023 | 90.66% |
| April 30, 2023 | 90.66% |
| March 31, 2023 | 90.66% |
| February 28, 2023 | 90.66% |
| January 31, 2023 | 90.66% |
| December 31, 2022 | 90.66% |
| November 30, 2022 | 90.66% |
| October 31, 2022 | 90.66% |
| September 30, 2022 | 88.52% |
| August 31, 2022 | 88.52% |
| July 31, 2022 | 88.51% |
| June 30, 2022 | 85.67% |
| May 31, 2022 | 84.61% |
| April 30, 2022 | 81.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.58% |
| February 28, 2022 | 81.58% |
| January 31, 2022 | 81.58% |
| December 31, 2021 | 81.58% |
| November 30, 2021 | 81.58% |
| October 31, 2021 | 81.58% |
| September 30, 2021 | 81.58% |
| August 31, 2021 | 81.58% |
| July 31, 2021 | 81.58% |
| June 30, 2021 | 81.58% |
| May 31, 2021 | 81.58% |
| April 30, 2021 | 81.58% |
| March 31, 2021 | 81.58% |
| February 28, 2021 | 81.58% |
| January 31, 2021 | 81.58% |
| December 31, 2020 | 81.58% |
| November 30, 2020 | 81.58% |
| October 31, 2020 | 81.58% |
| September 30, 2020 | 81.58% |
| August 31, 2020 | 81.58% |
| July 31, 2020 | 81.58% |
| June 30, 2020 | 81.58% |
| May 31, 2020 | 81.58% |
| April 30, 2020 | 81.58% |
| March 31, 2020 | 81.58% |
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
81.58%
Minimum
May 2019
90.66%
Maximum
Oct 2022
84.92%
Average
81.58%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Alphabet Inc | 44.32% |
| Pinterest Inc | 80.72% |
| Meta Platforms Inc | 76.74% |
| Spotify Technology SA | 80.51% |
| The Walt Disney Co | 60.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.263 |
| Beta (5Y) | 1.024 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.94% |
| Historical Sharpe Ratio (5Y) | 0.0594 |
| Historical Sortino (5Y) | 0.0958 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.20% |