Peloton Interactive Inc (PTON)
9.06
+0.70
(+8.37%)
USD |
NASDAQ |
Nov 21, 16:00
9.54
+0.48
(+5.30%)
After-Hours: 20:00
Peloton Interactive Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Acushnet Holdings Corp | 35.44% |
| Ford Motor Co | 66.45% |
| Escalade Inc | 71.25% |
| Johnson Outdoors Inc | 77.79% |
| Clarus Corp | 86.65% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.87 |
| Beta (5Y) | 1.925 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.71% |
| Historical Sharpe Ratio (5Y) | -0.2542 |
| Historical Sortino (5Y) | -0.5152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.29% |