Stratasys Ltd (SSYS)
9.395
+0.10
(+1.02%)
USD |
NASDAQ |
Nov 21, 16:00
9.395
0.00 (0.00%)
After-Hours: 20:00
Stratasys Max Drawdown (5Y): 88.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.67% |
| September 30, 2024 | 88.67% |
| August 31, 2024 | 87.36% |
| July 31, 2024 | 85.03% |
| June 30, 2024 | 85.03% |
| May 31, 2024 | 84.29% |
| April 30, 2024 | 84.29% |
| March 31, 2024 | 84.29% |
| February 29, 2024 | 84.29% |
| January 31, 2024 | 84.29% |
| December 31, 2023 | 86.80% |
| November 30, 2023 | 87.24% |
| October 31, 2023 | 87.24% |
| September 30, 2023 | 87.24% |
| August 31, 2023 | 87.24% |
| July 31, 2023 | 87.24% |
| June 30, 2023 | 87.24% |
| May 31, 2023 | 87.24% |
| April 30, 2023 | 87.29% |
| March 31, 2023 | 87.29% |
| February 28, 2023 | 87.29% |
| January 31, 2023 | 87.29% |
| December 31, 2022 | 87.29% |
| November 30, 2022 | 87.29% |
| October 31, 2022 | 87.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.29% |
| August 31, 2022 | 87.29% |
| July 31, 2022 | 87.29% |
| June 30, 2022 | 87.29% |
| May 31, 2022 | 87.29% |
| April 30, 2022 | 87.29% |
| March 31, 2022 | 87.29% |
| February 28, 2022 | 87.29% |
| January 31, 2022 | 87.29% |
| December 31, 2021 | 87.29% |
| November 30, 2021 | 87.88% |
| October 31, 2021 | 87.88% |
| September 30, 2021 | 87.88% |
| August 31, 2021 | 87.88% |
| July 31, 2021 | 87.88% |
| June 30, 2021 | 87.88% |
| May 31, 2021 | 87.88% |
| April 30, 2021 | 87.88% |
| March 31, 2021 | 87.88% |
| February 28, 2021 | 87.88% |
| January 31, 2021 | 88.63% |
| December 31, 2020 | 88.83% |
| November 30, 2020 | 88.83% |
| October 31, 2020 | 88.83% |
| September 30, 2020 | 88.83% |
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
84.29%
Minimum
Jan 2024
88.83%
Maximum
Nov 2019
87.48%
Average
87.29%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| 3D Systems Corp | 96.60% |
| Desktop Metal Inc | -- |
| Intel Corp | 69.56% |
| Affirm Holdings Inc | -- |
| AgEagle Aerial Systems Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.15 |
| Beta (5Y) | 1.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.11% |
| Historical Sharpe Ratio (5Y) | -0.3066 |
| Historical Sortino (5Y) | -0.7018 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.99% |