StoneCo Ltd (STNE)
15.74
+0.14
(+0.90%)
USD |
NASDAQ |
May 01, 16:00
15.75
+0.01
(+0.06%)
After-Hours: 20:00
StoneCo Max Drawdown (5Y): 92.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.31% |
| March 31, 2024 | 92.31% |
| February 29, 2024 | 92.31% |
| January 31, 2024 | 92.31% |
| December 31, 2023 | 92.31% |
| November 30, 2023 | 92.31% |
| October 31, 2023 | 92.31% |
| September 30, 2023 | 92.31% |
| August 31, 2023 | 92.31% |
| July 31, 2023 | 92.31% |
| June 30, 2023 | 92.31% |
| May 31, 2023 | 92.31% |
| April 30, 2023 | 92.31% |
| March 31, 2023 | 92.31% |
| February 28, 2023 | 92.31% |
| January 31, 2023 | 92.31% |
| December 31, 2022 | 92.31% |
| November 30, 2022 | 92.31% |
| October 31, 2022 | 92.31% |
| September 30, 2022 | 92.31% |
| August 31, 2022 | 92.31% |
| July 31, 2022 | 92.31% |
| June 30, 2022 | 92.31% |
| May 31, 2022 | 92.31% |
| April 30, 2022 | 91.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 91.22% |
| February 28, 2022 | 88.83% |
| January 31, 2022 | 85.26% |
| December 31, 2021 | 84.11% |
| November 30, 2021 | 83.42% |
| October 31, 2021 | 67.19% |
| September 30, 2021 | 63.14% |
| August 31, 2021 | 60.66% |
| July 31, 2021 | 60.66% |
| June 30, 2021 | 60.66% |
| May 31, 2021 | 60.66% |
| April 30, 2021 | 60.66% |
| March 31, 2021 | 60.66% |
| February 28, 2021 | 60.66% |
| January 31, 2021 | 60.66% |
| December 31, 2020 | 60.66% |
| November 30, 2020 | 60.66% |
| October 31, 2020 | 60.66% |
| September 30, 2020 | 60.66% |
| August 31, 2020 | 60.66% |
| July 31, 2020 | 60.66% |
| June 30, 2020 | 60.66% |
| May 31, 2020 | 60.66% |
| April 30, 2020 | 60.66% |
| March 31, 2020 | 56.09% |
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
46.70%
Minimum
May 2019
92.31%
Maximum
May 2022
73.73%
Average
75.31%
Median
Max Drawdown (5Y) Benchmarks
| Fabrinet | 38.70% |
| DLocal Ltd | -- |
| Credo Technology Group Holding Ltd | -- |
| PagSeguro Digital Ltd | 88.61% |
| Comtech Telecommunications Corp | 95.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -40.21 |
| Beta (5Y) | 2.389 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.32% |
| Historical Sharpe Ratio (5Y) | -0.1988 |
| Historical Sortino (5Y) | -0.3204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.18% |