Fiverr International Ltd (FVRR)
31.83
+1.18
(+3.85%)
USD |
NYSE |
Nov 21, 16:00
31.96
+0.13
(+0.41%)
After-Hours: 20:00
Fiverr International Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
Upwork Inc | -- |
Perion Network Ltd | 81.60% |
Radcom Ltd | 74.97% |
Playtika Holding Corp | -- |
Nexxen International Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.72 |
Beta (5Y) | 1.677 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.28% |
Historical Sharpe Ratio (5Y) | 0.0394 |
Historical Sortino (5Y) | 0.0883 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.41% |