Groupon Inc (GRPN)

10.39 +0.05 (+0.48%) USD  |  NASDAQ  |  Dec 20, 16:00
10.38 0.00 (0.00%) After-Hours: 20:00
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Groupon Max Drawdown (5Y): 97.18% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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comScore Inc 97.85%
Meta Platforms Inc 76.74%
Giftify Inc 99.93%
Zedge Inc 91.40%
Thryv Holdings Inc 67.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -55.93
Beta (5Y) 1.721
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 100.3%
Historical Sharpe Ratio (5Y) -0.3286
Historical Sortino (5Y) -0.6587
Monthly Value at Risk (VaR) 5% (5Y Lookback) 38.86%