PayPal Holdings Inc (PYPL)
66.08
+0.47
(+0.72%)
USD |
NASDAQ |
May 07, 15:37
PayPal Holdings Max Drawdown (5Y): 83.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 83.67% |
| March 31, 2024 | 83.67% |
| February 29, 2024 | 83.67% |
| January 31, 2024 | 83.67% |
| December 31, 2023 | 83.67% |
| November 30, 2023 | 83.67% |
| October 31, 2023 | 83.67% |
| September 30, 2023 | 81.42% |
| August 31, 2023 | 81.01% |
| July 31, 2023 | 80.76% |
| June 30, 2023 | 80.76% |
| May 31, 2023 | 80.76% |
| April 30, 2023 | 78.11% |
| March 31, 2023 | 78.11% |
| February 28, 2023 | 78.11% |
| January 31, 2023 | 78.11% |
| December 31, 2022 | 78.11% |
| November 30, 2022 | 77.46% |
| October 31, 2022 | 77.46% |
| September 30, 2022 | 77.46% |
| August 31, 2022 | 77.46% |
| July 31, 2022 | 77.46% |
| June 30, 2022 | 77.36% |
| May 31, 2022 | 75.92% |
| April 30, 2022 | 73.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.66% |
| February 28, 2022 | 67.35% |
| January 31, 2022 | 49.12% |
| December 31, 2021 | 41.88% |
| November 30, 2021 | 40.07% |
| October 31, 2021 | 31.19% |
| September 30, 2021 | 31.19% |
| August 31, 2021 | 31.19% |
| July 31, 2021 | 31.19% |
| June 30, 2021 | 31.19% |
| May 31, 2021 | 31.19% |
| April 30, 2021 | 31.19% |
| March 31, 2021 | 31.19% |
| February 28, 2021 | 31.19% |
| January 31, 2021 | 31.19% |
| December 31, 2020 | 31.19% |
| November 30, 2020 | 31.19% |
| October 31, 2020 | 31.19% |
| September 30, 2020 | 31.19% |
| August 31, 2020 | 31.19% |
| July 31, 2020 | 31.19% |
| June 30, 2020 | 31.19% |
| May 31, 2020 | 31.19% |
| April 30, 2020 | 31.19% |
| March 31, 2020 | 31.19% |
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
24.31%
Minimum
May 2019
83.67%
Maximum
Oct 2023
52.16%
Average
35.63%
Median
Max Drawdown (5Y) Benchmarks
| Coinbase Global Inc | -- |
| Mastercard Inc | 41.00% |
| SoFi Technologies Inc | -- |
| Ally Financial Inc | 66.24% |
| Visa Inc | 36.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.46 |
| Beta (5Y) | 1.415 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.46% |
| Historical Sharpe Ratio (5Y) | -0.2629 |
| Historical Sortino (5Y) | -0.4142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.76% |