Five9 Inc (FIVN)
60.30
+0.16
(+0.27%)
USD |
NASDAQ |
Apr 24, 16:00
60.30
0.00 (0.00%)
After-Hours: 20:00
Five9 Max Drawdown (5Y): 77.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 42.84% |
| July 31, 2020 | 53.18% |
| June 30, 2020 | 55.42% |
| May 31, 2020 | 55.42% |
| April 30, 2020 | 55.42% |
| March 31, 2020 | 55.42% |
| February 29, 2020 | 55.42% |
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
77.59%
Maximum
Nov 2022
55.42%
Average
55.42%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Zoom Video Communications Inc | 89.57% |
| Intuit Inc | 49.01% |
| Synopsys Inc | 34.25% |
| Mitek Systems Inc | 63.31% |
| Zeta Global Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.605 |
| Beta (5Y) | 0.8349 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.27% |
| Historical Sharpe Ratio (5Y) | 0.0252 |
| Historical Sortino (5Y) | 0.0452 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.27% |