GoPro Inc (GPRO)
1.20
+0.07
(+6.19%)
USD |
NASDAQ |
Nov 21, 16:00
1.20
0.00 (0.00%)
Pre-Market: 08:03
GoPro Max Drawdown (5Y): 96.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.90% |
| September 30, 2024 | 96.90% |
| August 31, 2024 | 96.90% |
| July 31, 2024 | 96.90% |
| June 30, 2024 | 96.90% |
| May 31, 2024 | 96.90% |
| April 30, 2024 | 96.90% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
95.99%
Minimum
Nov 2019
96.90%
Maximum
Mar 2020
96.84%
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% |
| 3D Systems Corp | 96.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.63 |
| Beta (5Y) | 1.558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.78% |
| Historical Sharpe Ratio (5Y) | -0.3476 |
| Historical Sortino (5Y) | -0.7982 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.78% |