Etsy Inc (ETSY)
51.98
+1.12
(+2.21%)
USD |
NASDAQ |
Nov 21, 16:00
51.99
0.00 (0.00%)
After-Hours: 18:23
Etsy Max Drawdown (5Y): 84.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.01% |
| September 30, 2024 | 82.65% |
| August 31, 2024 | 82.65% |
| July 31, 2024 | 81.35% |
| June 30, 2024 | 80.58% |
| May 31, 2024 | 80.05% |
| April 30, 2024 | 79.57% |
| March 31, 2024 | 79.57% |
| February 29, 2024 | 79.57% |
| January 31, 2024 | 79.57% |
| December 31, 2023 | 79.57% |
| November 30, 2023 | 79.57% |
| October 31, 2023 | 79.35% |
| September 30, 2023 | 79.16% |
| August 31, 2023 | 76.76% |
| July 31, 2023 | 76.76% |
| June 30, 2023 | 76.76% |
| May 31, 2023 | 76.76% |
| April 30, 2023 | 76.76% |
| March 31, 2023 | 76.76% |
| February 28, 2023 | 76.76% |
| January 31, 2023 | 76.76% |
| December 31, 2022 | 76.76% |
| November 30, 2022 | 76.76% |
| October 31, 2022 | 76.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.76% |
| August 31, 2022 | 76.76% |
| July 31, 2022 | 76.76% |
| June 30, 2022 | 76.76% |
| May 31, 2022 | 76.35% |
| April 30, 2022 | 68.61% |
| March 31, 2022 | 65.70% |
| February 28, 2022 | 68.13% |
| January 31, 2022 | 68.13% |
| December 31, 2021 | 68.13% |
| November 30, 2021 | 68.13% |
| October 31, 2021 | 68.13% |
| September 30, 2021 | 68.13% |
| August 31, 2021 | 68.13% |
| July 31, 2021 | 68.13% |
| June 30, 2021 | 69.33% |
| May 31, 2021 | 70.87% |
| April 30, 2021 | 72.70% |
| March 31, 2021 | 73.17% |
| February 28, 2021 | 73.53% |
| January 31, 2021 | 78.80% |
| December 31, 2020 | 78.80% |
| November 30, 2020 | 78.80% |
| October 31, 2020 | 78.80% |
| September 30, 2020 | 78.80% |
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
65.70%
Minimum
Mar 2022
84.01%
Maximum
Oct 2024
76.27%
Average
76.76%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Amazon.com Inc | 56.15% |
| Haverty Furniture Companies Inc | 57.63% |
| Allbirds Inc | -- |
| Ulta Beauty Inc | 64.92% |
| Casey's General Stores Inc | 33.41% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.12 |
| Beta (5Y) | 1.991 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.91% |
| Historical Sharpe Ratio (5Y) | 0.009 |
| Historical Sortino (5Y) | 0.0193 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.04% |