Amazon.com Inc (AMZN)
197.12
-1.26
(-0.64%)
USD |
NASDAQ |
Nov 22, 16:00
197.05
-0.07
(-0.04%)
After-Hours: 20:00
Amazon.com Max Drawdown (5Y): 56.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.15% |
September 30, 2024 | 56.15% |
August 31, 2024 | 56.15% |
July 31, 2024 | 56.15% |
June 30, 2024 | 56.15% |
May 31, 2024 | 56.15% |
April 30, 2024 | 56.15% |
March 31, 2024 | 56.15% |
February 29, 2024 | 56.15% |
January 31, 2024 | 56.15% |
December 31, 2023 | 56.15% |
November 30, 2023 | 56.15% |
October 31, 2023 | 56.15% |
September 30, 2023 | 56.15% |
August 31, 2023 | 56.15% |
July 31, 2023 | 56.15% |
June 30, 2023 | 56.15% |
May 31, 2023 | 56.15% |
April 30, 2023 | 56.15% |
March 31, 2023 | 56.15% |
February 28, 2023 | 56.15% |
January 31, 2023 | 56.15% |
December 31, 2022 | 56.15% |
November 30, 2022 | 53.83% |
October 31, 2022 | 45.16% |
Date | Value |
---|---|
September 30, 2022 | 45.16% |
August 31, 2022 | 45.16% |
July 31, 2022 | 45.16% |
June 30, 2022 | 45.16% |
May 31, 2022 | 44.20% |
April 30, 2022 | 34.10% |
March 31, 2022 | 34.10% |
February 28, 2022 | 34.10% |
January 31, 2022 | 34.10% |
December 31, 2021 | 34.10% |
November 30, 2021 | 34.10% |
October 31, 2021 | 34.10% |
September 30, 2021 | 34.10% |
August 31, 2021 | 34.10% |
July 31, 2021 | 34.10% |
June 30, 2021 | 34.10% |
May 31, 2021 | 34.10% |
April 30, 2021 | 34.10% |
March 31, 2021 | 34.10% |
February 28, 2021 | 34.10% |
January 31, 2021 | 34.10% |
December 31, 2020 | 34.10% |
November 30, 2020 | 34.10% |
October 31, 2020 | 34.10% |
September 30, 2020 | 34.10% |
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
34.10%
Minimum
Nov 2019
56.15%
Maximum
Dec 2022
43.97%
Average
39.15%
Median
Max Drawdown (5Y) Benchmarks
eBay Inc | 53.57% |
The Home Depot Inc | 37.97% |
Starbucks Corp | 43.68% |
Tesla Inc | 73.63% |
Etsy Inc | 84.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.148 |
Beta (5Y) | 1.144 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.73% |
Historical Sharpe Ratio (5Y) | 0.4036 |
Historical Sortino (5Y) | 0.6051 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.71% |