Cardlytics Inc (CDLX)
3.845
+0.04
(+1.18%)
USD |
NASDAQ |
Nov 22, 10:12
Cardlytics 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
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Travelzoo | 85.17% |
| Dolphin Entertainment Inc | 97.76% |
| Magnite Inc | 90.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.70 |
| Beta (5Y) | 1.610 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 118.4% |
| Historical Sharpe Ratio (5Y) | -0.3288 |
| Historical Sortino (5Y) | -0.7044 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 50.99% |