Amazon.com Inc (AMZN)

225.24 +0.32 (+0.14%) USD  |  NASDAQ  |  Dec 23, 15:31
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Amazon.com Max Drawdown (5Y): 56.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) 0.3038
Beta (5Y) 1.161
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.85%
Historical Sharpe Ratio (5Y) 0.4669
Historical Sortino (5Y) 0.7025
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.71%