Electronic Arts Inc (EA)
167.11
+0.40
(+0.24%)
USD |
NASDAQ |
Nov 21, 14:58
Electronic Arts Max Drawdown (5Y): 41.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.62% |
| September 30, 2024 | 41.62% |
| August 31, 2024 | 41.62% |
| July 31, 2024 | 41.62% |
| June 30, 2024 | 41.62% |
| May 31, 2024 | 41.62% |
| April 30, 2024 | 41.62% |
| March 31, 2024 | 41.62% |
| February 29, 2024 | 41.62% |
| January 31, 2024 | 46.14% |
| December 31, 2023 | 47.15% |
| November 30, 2023 | 49.83% |
| October 31, 2023 | 49.83% |
| September 30, 2023 | 49.83% |
| August 31, 2023 | 49.83% |
| July 31, 2023 | 49.83% |
| June 30, 2023 | 49.83% |
| May 31, 2023 | 49.83% |
| April 30, 2023 | 49.83% |
| March 31, 2023 | 49.83% |
| February 28, 2023 | 49.83% |
| January 31, 2023 | 49.83% |
| December 31, 2022 | 49.83% |
| November 30, 2022 | 49.83% |
| October 31, 2022 | 49.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.83% |
| August 31, 2022 | 49.83% |
| July 31, 2022 | 49.83% |
| June 30, 2022 | 49.83% |
| May 31, 2022 | 49.83% |
| April 30, 2022 | 49.83% |
| March 31, 2022 | 49.83% |
| February 28, 2022 | 49.83% |
| January 31, 2022 | 49.83% |
| December 31, 2021 | 49.83% |
| November 30, 2021 | 49.83% |
| October 31, 2021 | 49.83% |
| September 30, 2021 | 49.83% |
| August 31, 2021 | 49.83% |
| July 31, 2021 | 49.83% |
| June 30, 2021 | 49.83% |
| May 31, 2021 | 49.83% |
| April 30, 2021 | 49.83% |
| March 31, 2021 | 49.83% |
| February 28, 2021 | 49.83% |
| January 31, 2021 | 49.83% |
| December 31, 2020 | 49.83% |
| November 30, 2020 | 49.83% |
| October 31, 2020 | 49.83% |
| September 30, 2020 | 49.83% |
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
41.62%
Minimum
Feb 2024
49.83%
Maximum
Nov 2019
48.49%
Average
49.83%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Take-Two Interactive Software Inc | 56.14% |
| Roblox Corp | -- |
| Skillz Inc | -- |
| Golden Matrix Group Inc | 100.0% |
| GD Culture Group Ltd | 99.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.590 |
| Beta (5Y) | 0.7811 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.90% |
| Historical Sharpe Ratio (5Y) | 0.3135 |
| Historical Sortino (5Y) | 0.5418 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |