Amazon.com Inc (AMZN)
195.79
-2.14
(-1.08%)
USD |
NASDAQ |
Nov 04, 16:00
195.04
-0.75
(-0.38%)
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% |
| Starbucks Corp | 43.68% |
| Tesla Inc | 73.63% |
| Etsy Inc | 84.01% |
| Rivian Automotive Inc | -- |
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% |