GoPro Inc (GPRO)

1.09 -0.01 (-0.91%) USD  |  NASDAQ  |  Dec 20, 16:00
1.10 +0.01 (+0.92%) After-Hours: 20:00
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GoPro Max Drawdown (5Y): 96.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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AstroNova Inc 78.84%
Immersion Corp 74.29%
Juniper Networks Inc 40.99%
Transact Technologies Inc 80.21%
3D Systems Corp 96.60%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -43.93
Beta (5Y) 1.524
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 64.97%
Historical Sharpe Ratio (5Y) -0.3629
Historical Sortino (5Y) -0.84
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.78%