Meta Platforms Inc (META)
560.72
-6.44
(-1.14%)
USD |
NASDAQ |
Nov 04, 16:00
560.30
-0.42
(-0.07%)
After-Hours: 20:00
Meta Platforms Max Drawdown (5Y): 76.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.74% |
| September 30, 2024 | 76.74% |
| August 31, 2024 | 76.74% |
| July 31, 2024 | 76.74% |
| June 30, 2024 | 76.74% |
| May 31, 2024 | 76.74% |
| April 30, 2024 | 76.74% |
| March 31, 2024 | 76.74% |
| February 29, 2024 | 76.74% |
| January 31, 2024 | 76.74% |
| December 31, 2023 | 76.74% |
| November 30, 2023 | 76.74% |
| October 31, 2023 | 76.74% |
| September 30, 2023 | 76.74% |
| August 31, 2023 | 76.74% |
| July 31, 2023 | 76.74% |
| June 30, 2023 | 76.74% |
| May 31, 2023 | 76.74% |
| April 30, 2023 | 76.74% |
| March 31, 2023 | 76.74% |
| February 28, 2023 | 76.74% |
| January 31, 2023 | 76.74% |
| December 31, 2022 | 76.74% |
| November 30, 2022 | 76.74% |
| October 31, 2022 | 75.62% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.83% |
| August 31, 2022 | 59.22% |
| July 31, 2022 | 59.22% |
| June 30, 2022 | 59.22% |
| May 31, 2022 | 54.22% |
| April 30, 2022 | 54.22% |
| March 31, 2022 | 51.17% |
| February 28, 2022 | 48.07% |
| January 31, 2022 | 42.96% |
| December 31, 2021 | 42.96% |
| November 30, 2021 | 42.96% |
| October 31, 2021 | 42.96% |
| September 30, 2021 | 42.96% |
| August 31, 2021 | 42.96% |
| July 31, 2021 | 42.96% |
| June 30, 2021 | 42.96% |
| May 31, 2021 | 42.96% |
| April 30, 2021 | 42.96% |
| March 31, 2021 | 42.96% |
| February 28, 2021 | 42.96% |
| January 31, 2021 | 42.96% |
| December 31, 2020 | 42.96% |
| November 30, 2020 | 42.96% |
| October 31, 2020 | 42.96% |
| September 30, 2020 | 42.96% |
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
42.96%
Minimum
Nov 2019
76.74%
Maximum
Nov 2022
58.79%
Average
54.22%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Alphabet Inc | 44.32% |
| Snap Inc | 90.66% |
| Pinterest Inc | 80.72% |
| DoorDash Inc | -- |
| Netflix Inc | 75.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.256 |
| Beta (5Y) | 1.217 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.99% |
| Historical Sharpe Ratio (5Y) | 0.523 |
| Historical Sortino (5Y) | 0.7397 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.08% |