Advantage Solutions Inc (ADV)
3.44
+0.05
(+1.47%)
USD |
NASDAQ |
Nov 21, 16:00
3.435
0.00 (0.00%)
After-Hours: 20:00
Advantage Solutions Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| PSYC Corp | 99.98% |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Marchex Inc | 77.31% |
| National CineMedia Inc | 98.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.15 |
| Beta (5Y) | 1.558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.26% |
| Historical Sharpe Ratio (5Y) | -0.3741 |
| Historical Sortino (5Y) | -0.7033 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.16% |