Fastly Inc (FSLY)
7.09
-0.11
(-1.53%)
USD |
NYSE |
Nov 04, 16:00
7.09
0.00 (0.00%)
Pre-Market: 20:00
Fastly Max Drawdown (5Y): 95.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.63% |
| September 30, 2024 | 95.63% |
| August 31, 2024 | 95.60% |
| July 31, 2024 | 94.57% |
| June 30, 2024 | 94.57% |
| May 31, 2024 | 94.22% |
| April 30, 2024 | 94.22% |
| March 31, 2024 | 94.22% |
| February 29, 2024 | 94.22% |
| January 31, 2024 | 94.22% |
| December 31, 2023 | 94.22% |
| November 30, 2023 | 94.22% |
| October 31, 2023 | 94.22% |
| September 30, 2023 | 94.22% |
| August 31, 2023 | 94.22% |
| July 31, 2023 | 94.22% |
| June 30, 2023 | 94.22% |
| May 31, 2023 | 94.22% |
| April 30, 2023 | 94.22% |
| March 31, 2023 | 94.22% |
| February 28, 2023 | 94.22% |
| January 31, 2023 | 94.22% |
| December 31, 2022 | 94.22% |
| November 30, 2022 | 94.22% |
| October 31, 2022 | 94.22% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.64% |
| August 31, 2022 | 92.90% |
| July 31, 2022 | 92.21% |
| June 30, 2022 | 92.21% |
| May 31, 2022 | 92.21% |
| April 30, 2022 | 89.68% |
| March 31, 2022 | 89.68% |
| February 28, 2022 | 86.30% |
| January 31, 2022 | 81.01% |
| December 31, 2021 | 72.76% |
| November 30, 2021 | 71.30% |
| October 31, 2021 | 71.30% |
| September 30, 2021 | 69.56% |
| August 31, 2021 | 69.56% |
| July 31, 2021 | 68.97% |
| June 30, 2021 | 68.97% |
| May 31, 2021 | 68.97% |
| April 30, 2021 | 67.08% |
| March 31, 2021 | 67.08% |
| February 28, 2021 | 67.08% |
| January 31, 2021 | 67.08% |
| December 31, 2020 | 67.08% |
| November 30, 2020 | 67.08% |
| October 31, 2020 | 67.08% |
| September 30, 2020 | 67.08% |
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
45.34%
Minimum
Nov 2019
95.63%
Maximum
Sep 2024
80.87%
Average
90.94%
Median
Max Drawdown (5Y) Benchmarks
| Bumble Inc | -- |
| 8x8 Inc | 95.70% |
| DocuSign Inc | 87.57% |
| Zoom Video Communications Inc | 90.27% |
| Datadog Inc | 68.11% |
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% |