Shopify Inc (SHOP)
95.32
-1.36
(-1.41%)
USD |
NYSE |
Mar 31, 15:56
Shopify Max Drawdown (5Y): 84.82% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| BigCommerce Holdings Inc | -- |
| Destiny Media Technologies Inc | 84.29% |
| Atlassian Corp | 74.61% |
| Versus Systems Inc | 99.96% |
| LeddarTech Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.42 |
| Beta (5Y) | 2.599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.87% |
| Historical Sharpe Ratio (5Y) | 0.2624 |
| Historical Sortino (5Y) | 0.4786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.16% |