Alphabet Inc (GOOG)
157.95
-3.15
(-1.96%)
USD |
NASDAQ |
Apr 25, 16:00
175.53
+17.58
(+11.13%)
After-Hours: 05:08
Alphabet Max Drawdown (5Y): 44.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 30.79% |
| July 31, 2020 | 30.79% |
| June 30, 2020 | 30.79% |
| May 31, 2020 | 30.79% |
| April 30, 2020 | 30.79% |
| March 31, 2020 | 30.79% |
| February 29, 2020 | 23.03% |
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
Apr 2019
44.60%
Maximum
Nov 2022
33.50%
Average
30.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Snap Inc | 90.66% |
| Pinterest Inc | 80.72% |
| Meta Platforms Inc | 76.74% |
| Paramount Global | 88.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.272 |
| Beta (5Y) | 1.053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.44% |
| Historical Sharpe Ratio (5Y) | 0.6932 |
| Historical Sortino (5Y) | 1.017 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.08% |