Eventbrite Inc (EB)
3.58
+0.12
(+3.47%)
USD |
NYSE |
Nov 21, 16:00
3.58
0.00 (0.00%)
After-Hours: 20:00
Eventbrite 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
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| PDF Solutions Inc | 63.41% |
| Creative Realities Inc | 95.58% |
| Aspen Technology Inc | 46.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.07 |
| Beta (5Y) | 2.287 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.51% |
| Historical Sharpe Ratio (5Y) | -0.454 |
| Historical Sortino (5Y) | -0.7253 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.33% |