Netflix Inc (NFLX)
858.70
-32.41
(-3.64%)
USD |
NASDAQ |
Mar 10, 14:28
Netflix Max Drawdown (5Y): 75.95% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Paramount Global | 89.52% |
| The Walt Disney Co | 60.72% |
| Fox Corp | 60.36% |
| Meta Platforms Inc | 76.74% |
| Roku Inc | 91.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6560 |
| Beta (5Y) | 1.377 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.86% |
| Historical Sharpe Ratio (5Y) | 0.4341 |
| Historical Sortino (5Y) | 0.5106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.91% |