Groupon Inc (GRPN)
9.73
-0.04
(-0.41%)
USD |
NASDAQ |
Apr 18, 16:00
9.73
0.00 (0.00%)
After-Hours: 20:00
Groupon Max Drawdown (5Y): 97.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.18% |
| February 29, 2024 | 97.18% |
| January 31, 2024 | 97.18% |
| December 31, 2023 | 97.18% |
| November 30, 2023 | 97.18% |
| October 31, 2023 | 97.18% |
| September 30, 2023 | 97.18% |
| August 31, 2023 | 97.18% |
| July 31, 2023 | 97.18% |
| June 30, 2023 | 97.18% |
| May 31, 2023 | 97.18% |
| April 30, 2023 | 96.80% |
| March 31, 2023 | 96.80% |
| February 28, 2023 | 94.27% |
| January 31, 2023 | 94.27% |
| December 31, 2022 | 94.27% |
| November 30, 2022 | 94.27% |
| October 31, 2022 | 94.27% |
| September 30, 2022 | 93.21% |
| August 31, 2022 | 92.55% |
| July 31, 2022 | 92.55% |
| June 30, 2022 | 92.55% |
| May 31, 2022 | 92.55% |
| April 30, 2022 | 92.55% |
| March 31, 2022 | 92.55% |
| Date | Value |
|---|---|
| February 28, 2022 | 92.55% |
| January 31, 2022 | 92.55% |
| December 31, 2021 | 92.55% |
| November 30, 2021 | 92.55% |
| October 31, 2021 | 92.55% |
| September 30, 2021 | 92.55% |
| August 31, 2021 | 92.55% |
| July 31, 2021 | 92.55% |
| June 30, 2021 | 92.55% |
| May 31, 2021 | 92.55% |
| April 30, 2021 | 92.55% |
| March 31, 2021 | 92.55% |
| February 28, 2021 | 92.55% |
| January 31, 2021 | 92.55% |
| December 31, 2020 | 92.55% |
| November 30, 2020 | 92.55% |
| October 31, 2020 | 92.55% |
| September 30, 2020 | 92.55% |
| August 31, 2020 | 92.55% |
| July 31, 2020 | 92.55% |
| June 30, 2020 | 92.55% |
| May 31, 2020 | 92.55% |
| April 30, 2020 | 92.55% |
| March 31, 2020 | 92.55% |
| February 29, 2020 | 91.52% |
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
91.52%
Minimum
Apr 2019
97.18%
Maximum
May 2023
93.51%
Average
92.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Zedge Inc | 91.40% |
| comScore Inc | 97.85% |
| Meta Platforms Inc | 76.74% |
| Thryv Holdings Inc | -- |
| Upexi Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.98 |
| Beta (5Y) | 1.652 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.02% |
| Historical Sharpe Ratio (5Y) | -0.3135 |
| Historical Sortino (5Y) | -0.601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.82% |