Shutterstock Inc (SSTK)
32.55
+0.42
(+1.31%)
USD |
NYSE |
Nov 04, 16:00
32.57
+0.02
(+0.06%)
After-Hours: 20:00
Shutterstock Max Drawdown (5Y): 75.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.32% |
| September 30, 2024 | 72.59% |
| August 31, 2024 | 72.55% |
| July 31, 2024 | 72.20% |
| June 30, 2024 | 72.20% |
| May 31, 2024 | 72.20% |
| April 30, 2024 | 72.20% |
| March 31, 2024 | 72.20% |
| February 29, 2024 | 72.20% |
| January 31, 2024 | 72.20% |
| December 31, 2023 | 72.20% |
| November 30, 2023 | 72.20% |
| October 31, 2023 | 72.20% |
| September 30, 2023 | 70.05% |
| August 31, 2023 | 66.53% |
| July 31, 2023 | 66.53% |
| June 30, 2023 | 66.53% |
| May 31, 2023 | 66.53% |
| April 30, 2023 | 66.53% |
| March 31, 2023 | 66.53% |
| February 28, 2023 | 66.53% |
| January 31, 2023 | 66.53% |
| December 31, 2022 | 66.53% |
| November 30, 2022 | 66.53% |
| October 31, 2022 | 66.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.53% |
| August 31, 2022 | 66.53% |
| July 31, 2022 | 67.32% |
| June 30, 2022 | 67.99% |
| May 31, 2022 | 69.37% |
| April 30, 2022 | 69.37% |
| March 31, 2022 | 69.37% |
| February 28, 2022 | 69.37% |
| January 31, 2022 | 69.37% |
| December 31, 2021 | 69.37% |
| November 30, 2021 | 69.37% |
| October 31, 2021 | 69.37% |
| September 30, 2021 | 69.37% |
| August 31, 2021 | 69.37% |
| July 31, 2021 | 69.37% |
| June 30, 2021 | 69.37% |
| May 31, 2021 | 69.37% |
| April 30, 2021 | 69.37% |
| March 31, 2021 | 69.37% |
| February 28, 2021 | 69.37% |
| January 31, 2021 | 69.37% |
| December 31, 2020 | 69.37% |
| November 30, 2020 | 74.62% |
| October 31, 2020 | 74.62% |
| September 30, 2020 | 74.62% |
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
66.53%
Minimum
Aug 2022
75.32%
Maximum
Oct 2024
70.52%
Average
69.37%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| EverQuote Inc | 91.18% |
| TechTarget Inc | 79.05% |
| Zillow Group Inc | 86.74% |
| Digital Ally Inc | 99.25% |
| The Arena Group Holdings Inc | 97.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.53 |
| Beta (5Y) | 1.097 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.95% |
| Historical Sharpe Ratio (5Y) | -0.1168 |
| Historical Sortino (5Y) | -0.2202 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.12% |