eBay Inc (EBAY)
50.84
+0.88
(+1.77%)
USD |
NASDAQ |
Apr 19, 11:29
eBay Max Drawdown (5Y): 53.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 53.57% |
| February 29, 2024 | 53.57% |
| January 31, 2024 | 53.57% |
| December 31, 2023 | 53.57% |
| November 30, 2023 | 53.57% |
| October 31, 2023 | 53.57% |
| September 30, 2023 | 53.57% |
| August 31, 2023 | 53.57% |
| July 31, 2023 | 53.57% |
| June 30, 2023 | 53.57% |
| May 31, 2023 | 53.57% |
| April 30, 2023 | 53.57% |
| March 31, 2023 | 53.57% |
| February 28, 2023 | 53.57% |
| January 31, 2023 | 53.57% |
| December 31, 2022 | 53.57% |
| November 30, 2022 | 53.57% |
| October 31, 2022 | 53.57% |
| September 30, 2022 | 53.57% |
| August 31, 2022 | 48.45% |
| July 31, 2022 | 48.45% |
| June 30, 2022 | 48.45% |
| May 31, 2022 | 44.81% |
| April 30, 2022 | 43.41% |
| March 31, 2022 | 43.41% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.41% |
| January 31, 2022 | 43.41% |
| December 31, 2021 | 43.41% |
| November 30, 2021 | 43.41% |
| October 31, 2021 | 43.41% |
| September 30, 2021 | 43.41% |
| August 31, 2021 | 43.41% |
| July 31, 2021 | 43.41% |
| June 30, 2021 | 43.41% |
| May 31, 2021 | 43.41% |
| April 30, 2021 | 43.41% |
| March 31, 2021 | 43.41% |
| February 28, 2021 | 43.41% |
| January 31, 2021 | 43.41% |
| December 31, 2020 | 43.41% |
| November 30, 2020 | 43.41% |
| October 31, 2020 | 43.41% |
| September 30, 2020 | 43.41% |
| August 31, 2020 | 43.41% |
| July 31, 2020 | 43.41% |
| June 30, 2020 | 43.41% |
| May 31, 2020 | 43.41% |
| April 30, 2020 | 43.41% |
| March 31, 2020 | 43.41% |
| February 29, 2020 | 43.41% |
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
43.41%
Minimum
Apr 2019
53.57%
Maximum
Sep 2022
46.90%
Average
43.41%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Amazon.com Inc | 56.15% |
| Etsy Inc | 79.57% |
| Wayfair Inc | 91.79% |
| Macy's Inc | 91.86% |
| Coupang Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.20 |
| Beta (5Y) | 1.325 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.98% |
| Historical Sharpe Ratio (5Y) | 0.2088 |
| Historical Sortino (5Y) | 0.4177 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.22% |