Netflix Inc (NFLX)

909.05 +7.01 (+0.78%) USD  |  NASDAQ  |  Dec 20, 16:00
911.38 +2.33 (+0.26%) After-Hours: 20:00
More

Netflix Max Drawdown (5Y): 75.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for NFLX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Paramount Global 89.52%
The Walt Disney Co 60.72%
Meta Platforms Inc 76.74%
Alphabet Inc 44.32%
Roku Inc 91.91%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.657
Beta (5Y) 1.270
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 44.30%
Historical Sharpe Ratio (5Y) 0.4654
Historical Sortino (5Y) 0.5521
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.17%