Lyft Inc (LYFT)
16.30
-0.47
(-2.80%)
USD |
NASDAQ |
Nov 21, 16:00
16.34
+0.04
(+0.25%)
After-Hours: 20:00
Lyft Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Trade Desk Inc | 64.27% |
| Palantir Technologies Inc | -- |
| F5 Inc | 54.59% |
| AppLovin Corp | -- |
| Cyngn Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -49.38 |
| Beta (5Y) | 2.037 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.14% |
| Historical Sharpe Ratio (5Y) | -0.3293 |
| Historical Sortino (5Y) | -0.5899 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.57% |