Netflix Inc (NFLX)
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+13.64
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USD |
NASDAQ |
Nov 21, 11:28
Netflix Max Drawdown (5Y): 75.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.95% |
| September 30, 2024 | 75.95% |
| August 31, 2024 | 75.95% |
| July 31, 2024 | 75.95% |
| June 30, 2024 | 75.95% |
| May 31, 2024 | 75.95% |
| April 30, 2024 | 75.95% |
| March 31, 2024 | 75.95% |
| February 29, 2024 | 75.95% |
| January 31, 2024 | 75.95% |
| December 31, 2023 | 75.95% |
| November 30, 2023 | 75.95% |
| October 31, 2023 | 75.95% |
| September 30, 2023 | 75.95% |
| August 31, 2023 | 75.95% |
| July 31, 2023 | 75.95% |
| June 30, 2023 | 75.95% |
| May 31, 2023 | 75.95% |
| April 30, 2023 | 75.95% |
| March 31, 2023 | 75.95% |
| February 28, 2023 | 75.95% |
| January 31, 2023 | 75.95% |
| December 31, 2022 | 75.95% |
| November 30, 2022 | 75.95% |
| October 31, 2022 | 75.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.95% |
| August 31, 2022 | 75.95% |
| July 31, 2022 | 75.95% |
| June 30, 2022 | 75.95% |
| May 31, 2022 | 75.95% |
| April 30, 2022 | 72.74% |
| March 31, 2022 | 52.14% |
| February 28, 2022 | 48.00% |
| January 31, 2022 | 48.00% |
| December 31, 2021 | 44.18% |
| November 30, 2021 | 44.18% |
| October 31, 2021 | 44.18% |
| September 30, 2021 | 44.18% |
| August 31, 2021 | 44.18% |
| July 31, 2021 | 44.18% |
| June 30, 2021 | 44.18% |
| May 31, 2021 | 44.18% |
| April 30, 2021 | 44.18% |
| March 31, 2021 | 44.18% |
| February 28, 2021 | 44.18% |
| January 31, 2021 | 44.18% |
| December 31, 2020 | 44.18% |
| November 30, 2020 | 44.18% |
| October 31, 2020 | 44.18% |
| September 30, 2020 | 44.18% |
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
44.18%
Minimum
Nov 2019
75.95%
Maximum
May 2022
60.80%
Average
74.34%
Median
Max Drawdown (5Y) Benchmarks
| Paramount Global | 89.52% |
| The Walt Disney Co | 60.72% |
| Meta Platforms Inc | 76.74% |
| Alphabet Inc | 44.32% |
| Roku Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.841 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.10% |
| Historical Sharpe Ratio (5Y) | 0.4303 |
| Historical Sortino (5Y) | 0.5086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.17% |