Shopify Inc (SHOP)
112.08
+1.08
(+0.97%)
USD |
NYSE |
Nov 26, 16:00
112.10
+0.02
(+0.02%)
After-Hours: 20:00
Shopify Max Drawdown (5Y): 84.82% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.82% |
| September 30, 2024 | 84.82% |
| August 31, 2024 | 84.82% |
| July 31, 2024 | 84.82% |
| June 30, 2024 | 84.82% |
| May 31, 2024 | 84.82% |
| April 30, 2024 | 84.82% |
| March 31, 2024 | 84.82% |
| February 29, 2024 | 84.82% |
| January 31, 2024 | 84.82% |
| December 31, 2023 | 84.82% |
| November 30, 2023 | 84.82% |
| October 31, 2023 | 84.82% |
| September 30, 2023 | 84.82% |
| August 31, 2023 | 84.82% |
| July 31, 2023 | 84.82% |
| June 30, 2023 | 84.82% |
| May 31, 2023 | 84.82% |
| April 30, 2023 | 84.82% |
| March 31, 2023 | 84.82% |
| February 28, 2023 | 84.82% |
| January 31, 2023 | 84.82% |
| December 31, 2022 | 84.82% |
| November 30, 2022 | 84.82% |
| October 31, 2022 | 84.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.17% |
| August 31, 2022 | 82.05% |
| July 31, 2022 | 82.05% |
| June 30, 2022 | 82.05% |
| May 31, 2022 | 81.16% |
| April 30, 2022 | 75.38% |
| March 31, 2022 | 69.68% |
| February 28, 2022 | 62.96% |
| January 31, 2022 | 51.75% |
| December 31, 2021 | 40.67% |
| November 30, 2021 | 40.67% |
| October 31, 2021 | 40.67% |
| September 30, 2021 | 40.67% |
| August 31, 2021 | 40.67% |
| July 31, 2021 | 40.67% |
| June 30, 2021 | 40.67% |
| May 31, 2021 | 40.67% |
| April 30, 2021 | 40.67% |
| March 31, 2021 | 40.67% |
| February 28, 2021 | 44.55% |
| January 31, 2021 | 52.11% |
| December 31, 2020 | 52.11% |
| November 30, 2020 | 52.11% |
| October 31, 2020 | 52.11% |
| September 30, 2020 | 52.11% |
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
40.67%
Minimum
Mar 2021
84.82%
Maximum
Oct 2022
67.07%
Average
78.27%
Median
Max Drawdown (5Y) Benchmarks
| Uber Technologies Inc | -- |
| Microsoft Corp | 37.14% |
| BigCommerce Holdings Inc | -- |
| Versus Systems Inc | 99.96% |
| LeddarTech Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.84 |
| Beta (5Y) | 2.365 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.43% |
| Historical Sharpe Ratio (5Y) | 0.2663 |
| Historical Sortino (5Y) | 0.492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.22% |