MercadoLibre Inc (MELI)
1371.16
-23.84
(-1.71%)
USD |
NASDAQ |
Apr 24, 16:00
1360.25
-10.91
(-0.80%)
After-Hours: 20:00
MercadoLibre Max Drawdown (5Y): 69.12% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 69.12% |
| February 29, 2024 | 69.12% |
| January 31, 2024 | 69.12% |
| December 31, 2023 | 69.12% |
| November 30, 2023 | 69.12% |
| October 31, 2023 | 69.12% |
| September 30, 2023 | 69.12% |
| August 31, 2023 | 69.12% |
| July 31, 2023 | 69.12% |
| June 30, 2023 | 69.12% |
| May 31, 2023 | 69.12% |
| April 30, 2023 | 69.12% |
| March 31, 2023 | 69.12% |
| February 28, 2023 | 69.12% |
| January 31, 2023 | 69.12% |
| December 31, 2022 | 69.12% |
| November 30, 2022 | 69.12% |
| October 31, 2022 | 69.12% |
| September 30, 2022 | 69.12% |
| August 31, 2022 | 69.12% |
| July 31, 2022 | 69.12% |
| June 30, 2022 | 69.12% |
| May 31, 2022 | 65.75% |
| April 30, 2022 | 55.53% |
| March 31, 2022 | 55.53% |
| Date | Value |
|---|---|
| February 28, 2022 | 55.26% |
| January 31, 2022 | 50.83% |
| December 31, 2021 | 46.94% |
| November 30, 2021 | 40.11% |
| October 31, 2021 | 39.77% |
| September 30, 2021 | 39.77% |
| August 31, 2021 | 39.77% |
| July 31, 2021 | 39.77% |
| June 30, 2021 | 39.77% |
| May 31, 2021 | 39.77% |
| April 30, 2021 | 39.77% |
| March 31, 2021 | 39.77% |
| February 28, 2021 | 39.77% |
| January 31, 2021 | 39.77% |
| December 31, 2020 | 39.77% |
| November 30, 2020 | 43.49% |
| October 31, 2020 | 43.49% |
| September 30, 2020 | 43.49% |
| August 31, 2020 | 43.49% |
| July 31, 2020 | 43.49% |
| June 30, 2020 | 43.49% |
| May 31, 2020 | 43.49% |
| April 30, 2020 | 43.49% |
| March 31, 2020 | 43.49% |
| February 29, 2020 | 43.49% |
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
39.77%
Minimum
Dec 2020
69.12%
Maximum
Jun 2022
53.30%
Average
43.49%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Amazon.com Inc | 56.15% |
| Etsy Inc | 79.57% |
| eBay Inc | 53.57% |
| Booking Holdings Inc | 47.77% |
| The RealReal Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.630 |
| Beta (5Y) | 1.437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.13% |
| Historical Sharpe Ratio (5Y) | 0.4137 |
| Historical Sortino (5Y) | 0.8098 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.98% |