Apple Inc (AAPL)
229.87
+1.35
(+0.59%)
USD |
NASDAQ |
Nov 22, 16:00
229.92
+0.05
(+0.02%)
After-Hours: 20:00
Apple Max Drawdown (5Y): 31.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.43% |
| September 30, 2024 | 31.43% |
| August 31, 2024 | 31.43% |
| July 31, 2024 | 31.43% |
| June 30, 2024 | 31.43% |
| May 31, 2024 | 31.43% |
| April 30, 2024 | 31.43% |
| March 31, 2024 | 31.43% |
| February 29, 2024 | 31.43% |
| January 31, 2024 | 31.43% |
| December 31, 2023 | 38.52% |
| November 30, 2023 | 38.52% |
| October 31, 2023 | 38.52% |
| September 30, 2023 | 38.52% |
| August 31, 2023 | 38.52% |
| July 31, 2023 | 38.52% |
| June 30, 2023 | 38.52% |
| May 31, 2023 | 38.52% |
| April 30, 2023 | 38.52% |
| March 31, 2023 | 38.52% |
| February 28, 2023 | 38.52% |
| January 31, 2023 | 38.52% |
| December 31, 2022 | 38.52% |
| November 30, 2022 | 38.52% |
| October 31, 2022 | 38.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.52% |
| August 31, 2022 | 38.52% |
| July 31, 2022 | 38.52% |
| June 30, 2022 | 38.52% |
| May 31, 2022 | 38.52% |
| April 30, 2022 | 38.52% |
| March 31, 2022 | 38.52% |
| February 28, 2022 | 38.52% |
| January 31, 2022 | 38.52% |
| December 31, 2021 | 38.52% |
| November 30, 2021 | 38.52% |
| October 31, 2021 | 38.52% |
| September 30, 2021 | 38.52% |
| August 31, 2021 | 38.52% |
| July 31, 2021 | 38.52% |
| June 30, 2021 | 38.52% |
| May 31, 2021 | 38.52% |
| April 30, 2021 | 38.52% |
| March 31, 2021 | 38.52% |
| February 28, 2021 | 38.52% |
| January 31, 2021 | 38.52% |
| December 31, 2020 | 38.52% |
| November 30, 2020 | 38.52% |
| October 31, 2020 | 38.52% |
| September 30, 2020 | 38.52% |
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
31.43%
Minimum
Jan 2024
38.52%
Maximum
Nov 2019
37.33%
Average
38.52%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| AST SpaceMobile Inc | -- |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| Micron Technology Inc | 49.63% |
| Super Micro Computer Inc | 75.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.92 |
| Beta (5Y) | 1.240 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.93% |
| Historical Sharpe Ratio (5Y) | 0.9328 |
| Historical Sortino (5Y) | 1.750 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |