Five9 Inc (FIVN)
30.96
+1.43
(+4.84%)
USD |
NASDAQ |
Nov 01, 16:00
31.02
+0.06
(+0.19%)
After-Hours: 20:00
Five9 Max Drawdown (5Y): 87.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.13% |
| September 30, 2024 | 87.13% |
| August 31, 2024 | 85.11% |
| July 31, 2024 | 81.14% |
| June 30, 2024 | 81.14% |
| May 31, 2024 | 77.83% |
| April 30, 2024 | 77.59% |
| March 31, 2024 | 77.59% |
| February 29, 2024 | 77.59% |
| January 31, 2024 | 77.59% |
| December 31, 2023 | 77.59% |
| November 30, 2023 | 77.59% |
| October 31, 2023 | 77.59% |
| September 30, 2023 | 77.59% |
| August 31, 2023 | 77.59% |
| July 31, 2023 | 77.59% |
| June 30, 2023 | 77.59% |
| May 31, 2023 | 77.59% |
| April 30, 2023 | 77.59% |
| March 31, 2023 | 77.59% |
| February 28, 2023 | 77.59% |
| January 31, 2023 | 77.59% |
| December 31, 2022 | 77.59% |
| November 30, 2022 | 77.59% |
| October 31, 2022 | 73.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.24% |
| August 31, 2022 | 60.79% |
| July 31, 2022 | 60.79% |
| June 30, 2022 | 60.79% |
| May 31, 2022 | 60.36% |
| April 30, 2022 | 60.36% |
| March 31, 2022 | 60.36% |
| February 28, 2022 | 50.34% |
| January 31, 2022 | 43.76% |
| December 31, 2021 | 38.84% |
| November 30, 2021 | 35.70% |
| October 31, 2021 | 33.08% |
| September 30, 2021 | 28.32% |
| August 31, 2021 | 28.32% |
| July 31, 2021 | 28.32% |
| June 30, 2021 | 28.32% |
| May 31, 2021 | 28.32% |
| April 30, 2021 | 28.32% |
| March 31, 2021 | 28.32% |
| February 28, 2021 | 28.32% |
| January 31, 2021 | 28.32% |
| December 31, 2020 | 28.32% |
| November 30, 2020 | 30.73% |
| October 31, 2020 | 30.73% |
| September 30, 2020 | 30.73% |
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
28.32%
Minimum
Dec 2020
87.13%
Maximum
Sep 2024
58.57%
Average
60.36%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Zoom Video Communications Inc | 90.27% |
| 8x8 Inc | 95.70% |
| Snowflake Inc | -- |
| DocuSign Inc | 87.57% |
| Datadog Inc | 68.11% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.16 |
| Beta (5Y) | 0.847 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.01% |
| Historical Sharpe Ratio (5Y) | -0.2735 |
| Historical Sortino (5Y) | -0.4789 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.27% |