Fastly Inc (FSLY)
7.89
+0.28
(+3.68%)
USD |
NYSE |
Nov 22, 16:00
7.92
+0.03
(+0.38%)
After-Hours: 20:00
Fastly 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
| 8x8 Inc | 95.70% |
| Five9 Inc | 87.13% |
| DocuSign Inc | -- |
| Zoom Video Communications Inc | -- |
| Datadog Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.76 |
| Beta (5Y) | 1.237 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.17% |
| Historical Sharpe Ratio (5Y) | -0.2281 |
| Historical Sortino (5Y) | -0.4934 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.98% |