Snap Inc (SNAP)

11.40 +0.10 (+0.88%) USD  |  NYSE  |  Dec 20, 16:00
11.45 +0.05 (+0.44%) After-Hours: 20:00
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Snap Max Drawdown (5Y): 90.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Alphabet Inc 44.32%
Meta Platforms Inc 76.74%
Pinterest Inc 80.72%
Reddit Inc --
DoorDash Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -20.38
Beta (5Y) 0.9719
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 74.17%
Historical Sharpe Ratio (5Y) -0.0997
Historical Sortino (5Y) -0.1607
Monthly Value at Risk (VaR) 5% (5Y Lookback) 34.42%