GoPro Inc (GPRO)
1.715
-0.04
(-2.00%)
USD |
NASDAQ |
Apr 19, 12:20
GoPro Max Drawdown (5Y): 96.90% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.90% |
February 29, 2024 | 96.90% |
January 31, 2024 | 96.90% |
December 31, 2023 | 96.90% |
November 30, 2023 | 96.90% |
October 31, 2023 | 96.90% |
September 30, 2023 | 96.90% |
August 31, 2023 | 96.90% |
July 31, 2023 | 96.90% |
June 30, 2023 | 96.90% |
May 31, 2023 | 96.90% |
April 30, 2023 | 96.90% |
March 31, 2023 | 96.90% |
February 28, 2023 | 96.90% |
January 31, 2023 | 96.90% |
December 31, 2022 | 96.90% |
November 30, 2022 | 96.90% |
October 31, 2022 | 96.90% |
September 30, 2022 | 96.90% |
August 31, 2022 | 96.90% |
July 31, 2022 | 96.90% |
June 30, 2022 | 96.90% |
May 31, 2022 | 96.90% |
April 30, 2022 | 96.90% |
March 31, 2022 | 96.90% |
Date | Value |
---|---|
February 28, 2022 | 96.90% |
January 31, 2022 | 96.90% |
December 31, 2021 | 96.90% |
November 30, 2021 | 96.90% |
October 31, 2021 | 96.90% |
September 30, 2021 | 96.90% |
August 31, 2021 | 96.90% |
July 31, 2021 | 96.90% |
June 30, 2021 | 96.90% |
May 31, 2021 | 96.90% |
April 30, 2021 | 96.90% |
March 31, 2021 | 96.90% |
February 28, 2021 | 96.90% |
January 31, 2021 | 96.90% |
December 31, 2020 | 96.90% |
November 30, 2020 | 96.90% |
October 31, 2020 | 96.90% |
September 30, 2020 | 96.90% |
August 31, 2020 | 96.90% |
July 31, 2020 | 96.90% |
June 30, 2020 | 96.90% |
May 31, 2020 | 96.90% |
April 30, 2020 | 96.90% |
March 31, 2020 | 96.90% |
February 29, 2020 | 95.70% |
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
95.70%
Minimum
Apr 2019
96.90%
Maximum
Mar 2020
96.68%
Average
96.90%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AstroNova Inc | 78.84% |
Immersion Corp | 74.29% |
Juniper Networks Inc | 40.99% |
Transact Technologies Inc | 80.21% |
Identiv Inc | 83.02% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.97 |
Beta (5Y) | 1.433 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.60% |
Historical Sharpe Ratio (5Y) | -0.3241 |
Historical Sortino (5Y) | -0.7465 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.18% |