Criteo SA (CRTO)
35.00
-0.02
(-0.04%)
USD |
NASDAQ |
Mar 31, 10:54
Criteo Max Drawdown (5Y): 88.75% for Feb. 28, 2025
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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
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Max Drawdown (5Y) Benchmarks
| WPP PLC | 72.87% |
| Magnite Inc | 90.65% |
| Lendway Inc | 87.86% |
| Ziff Davis Inc | 70.19% |
| Travelzoo | 85.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.562 |
| Beta (5Y) | 0.9775 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.93% |
| Historical Sharpe Ratio (5Y) | 0.4608 |
| Historical Sortino (5Y) | 1.306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.24% |