AudioEye Inc (AEYE)
12.18
+0.79
(+6.94%)
USD |
NASDAQ |
Mar 24, 16:00
12.20
+0.02
(+0.21%)
After-Hours: 20:00
AudioEye Max Drawdown (5Y): 92.81% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Five9 Inc | 87.13% |
| Adobe Inc | 60.02% |
| Microsoft Corp | 37.14% |
| Ncino Inc | -- |
| SEMrush Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.466 |
| Beta (5Y) | 1.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.55% |
| Historical Sharpe Ratio (5Y) | 0.2571 |
| Historical Sortino (5Y) | 0.6872 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.19% |