Alphabet Inc (GOOG)
183.57
+1.60
(+0.88%)
USD |
NASDAQ |
Nov 12, 15:23
Alphabet Max Drawdown (5Y): 44.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 44.60% |
September 30, 2024 | 44.60% |
August 31, 2024 | 44.60% |
July 31, 2024 | 44.60% |
June 30, 2024 | 44.60% |
May 31, 2024 | 44.60% |
April 30, 2024 | 44.60% |
March 31, 2024 | 44.60% |
February 29, 2024 | 44.60% |
January 31, 2024 | 44.60% |
December 31, 2023 | 44.60% |
November 30, 2023 | 44.60% |
October 31, 2023 | 44.60% |
September 30, 2023 | 44.60% |
August 31, 2023 | 44.60% |
July 31, 2023 | 44.60% |
June 30, 2023 | 44.60% |
May 31, 2023 | 44.60% |
April 30, 2023 | 44.60% |
March 31, 2023 | 44.60% |
February 28, 2023 | 44.60% |
January 31, 2023 | 44.60% |
December 31, 2022 | 44.60% |
November 30, 2022 | 44.60% |
October 31, 2022 | 38.56% |
Date | Value |
---|---|
September 30, 2022 | 36.20% |
August 31, 2022 | 30.79% |
July 31, 2022 | 30.79% |
June 30, 2022 | 30.79% |
May 31, 2022 | 30.79% |
April 30, 2022 | 30.79% |
March 31, 2022 | 30.79% |
February 28, 2022 | 30.79% |
January 31, 2022 | 30.79% |
December 31, 2021 | 30.79% |
November 30, 2021 | 30.79% |
October 31, 2021 | 30.79% |
September 30, 2021 | 30.79% |
August 31, 2021 | 30.79% |
July 31, 2021 | 30.79% |
June 30, 2021 | 30.79% |
May 31, 2021 | 30.79% |
April 30, 2021 | 30.79% |
March 31, 2021 | 30.79% |
February 28, 2021 | 30.79% |
January 31, 2021 | 30.79% |
December 31, 2020 | 30.79% |
November 30, 2020 | 30.79% |
October 31, 2020 | 30.79% |
September 30, 2020 | 30.79% |
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
23.03%
Minimum
Nov 2019
44.60%
Maximum
Nov 2022
36.02%
Average
30.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Yelp Inc | 72.23% |
Snap Inc | 90.66% |
Pinterest Inc | 80.72% |
Meta Platforms Inc | 76.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.647 |
Beta (5Y) | 1.038 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.32% |
Historical Sharpe Ratio (5Y) | 0.7076 |
Historical Sortino (5Y) | 1.068 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |