Apple Inc (AAPL)
222.91
-3.00
(-1.33%)
USD |
NASDAQ |
Nov 01, 16:00
222.72
-0.19
(-0.09%)
Pre-Market: 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 | 31.43% |
November 30, 2023 | 31.43% |
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
Nov 2023
38.52%
Maximum
Nov 2019
37.10%
Average
38.52%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
AST SpaceMobile Inc | 91.07% |
Advanced Micro Devices Inc | 65.45% |
Intel Corp | 69.56% |
Marvell Technology Inc | 61.88% |
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% |