Snap Inc (SNAP)
11.45
+0.14
(+1.24%)
USD |
NYSE |
Mar 27, 16:00
11.44
-0.01
(-0.09%)
Pre-Market: 07:59
Snap Max Drawdown (5Y): 90.66% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 81.58% |
July 31, 2020 | 81.58% |
June 30, 2020 | 81.58% |
May 31, 2020 | 81.58% |
April 30, 2020 | 81.58% |
March 31, 2020 | 81.58% |
February 29, 2020 | 81.58% |
January 31, 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
Mar 2019
90.66%
Maximum
Oct 2022
84.62%
Average
81.58%
Median
Mar 2019
Max Drawdown (5Y) Benchmarks
Alphabet Inc | 44.32% |
Pinterest Inc | -- |
Meta Platforms Inc | 76.74% |
The Walt Disney Co | 60.72% |
Roblox Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.08 |
Beta (5Y) | 1.132 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.34% |
Historical Sharpe Ratio (5Y) | 0.0061 |
Historical Sortino (5Y) | 0.0099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.09% |