Snap Inc (SNAP)
10.55
-0.04
(-0.38%)
USD |
NYSE |
Nov 21, 12:56
Snap Max Drawdown (5Y): 90.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.66% |
| September 30, 2024 | 90.66% |
| August 31, 2024 | 90.66% |
| July 31, 2024 | 90.66% |
| June 30, 2024 | 90.66% |
| May 31, 2024 | 90.66% |
| April 30, 2024 | 90.66% |
| March 31, 2024 | 90.66% |
| February 29, 2024 | 90.66% |
| January 31, 2024 | 90.66% |
| December 31, 2023 | 90.66% |
| November 30, 2023 | 90.66% |
| October 31, 2023 | 90.66% |
| September 30, 2023 | 90.66% |
| August 31, 2023 | 90.66% |
| July 31, 2023 | 90.66% |
| June 30, 2023 | 90.66% |
| May 31, 2023 | 90.66% |
| April 30, 2023 | 90.66% |
| March 31, 2023 | 90.66% |
| February 28, 2023 | 90.66% |
| January 31, 2023 | 90.66% |
| December 31, 2022 | 90.66% |
| November 30, 2022 | 90.66% |
| October 31, 2022 | 90.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.52% |
| August 31, 2022 | 88.52% |
| July 31, 2022 | 88.51% |
| June 30, 2022 | 85.67% |
| May 31, 2022 | 84.61% |
| April 30, 2022 | 81.58% |
| March 31, 2022 | 81.58% |
| February 28, 2022 | 81.58% |
| January 31, 2022 | 81.58% |
| December 31, 2021 | 81.58% |
| November 30, 2021 | 81.58% |
| October 31, 2021 | 81.58% |
| September 30, 2021 | 81.58% |
| August 31, 2021 | 81.58% |
| July 31, 2021 | 81.58% |
| June 30, 2021 | 81.58% |
| May 31, 2021 | 81.58% |
| April 30, 2021 | 81.58% |
| March 31, 2021 | 81.58% |
| February 28, 2021 | 81.58% |
| January 31, 2021 | 81.58% |
| December 31, 2020 | 81.58% |
| November 30, 2020 | 81.58% |
| October 31, 2020 | 81.58% |
| September 30, 2020 | 81.58% |
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
81.58%
Minimum
Nov 2019
90.66%
Maximum
Oct 2022
85.83%
Average
83.10%
Median
Max Drawdown (5Y) Benchmarks
| Alphabet Inc | 44.32% |
| Pinterest Inc | -- |
| Meta Platforms Inc | 76.74% |
| Reddit Inc | -- |
| DoorDash Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.37 |
| Beta (5Y) | 0.9934 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 74.51% |
| Historical Sharpe Ratio (5Y) | -0.0879 |
| Historical Sortino (5Y) | -0.1424 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.42% |