Stratasys Ltd (SSYS)
9.76
-0.11
(-1.11%)
USD |
NASDAQ |
Apr 25, 16:00
9.765
0.00 (0.00%)
After-Hours: 20:00
Stratasys Max Drawdown (5Y): 82.97% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 82.97% |
| February 29, 2024 | 83.05% |
| January 31, 2024 | 83.05% |
| December 31, 2023 | 83.05% |
| November 30, 2023 | 83.05% |
| October 31, 2023 | 86.11% |
| September 30, 2023 | 86.53% |
| August 31, 2023 | 86.53% |
| July 31, 2023 | 86.53% |
| June 30, 2023 | 86.53% |
| May 31, 2023 | 86.53% |
| April 30, 2023 | 86.53% |
| March 31, 2023 | 86.53% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.29% |
| January 31, 2022 | 87.29% |
| December 31, 2021 | 87.29% |
| November 30, 2021 | 87.29% |
| October 31, 2021 | 87.29% |
| 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 | 87.88% |
| December 31, 2020 | 87.88% |
| November 30, 2020 | 88.63% |
| October 31, 2020 | 88.83% |
| September 30, 2020 | 88.83% |
| August 31, 2020 | 88.83% |
| July 31, 2020 | 88.83% |
| June 30, 2020 | 88.83% |
| May 31, 2020 | 88.83% |
| April 30, 2020 | 88.83% |
| March 31, 2020 | 88.83% |
| February 29, 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
82.97%
Minimum
Mar 2024
88.83%
Maximum
Apr 2019
87.44%
Average
87.58%
Median
Max Drawdown (5Y) Benchmarks
| 3D Systems Corp | 93.57% |
| HP Inc | 47.86% |
| Autodesk Inc | 51.99% |
| PTC Inc | 54.37% |
| DocuSign Inc | 87.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.24 |
| Beta (5Y) | 1.292 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.84% |
| Historical Sharpe Ratio (5Y) | -0.2169 |
| Historical Sortino (5Y) | -0.4921 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.99% |