Stratasys Ltd (SSYS)
7.795
+0.66
(+9.33%)
USD |
NASDAQ |
Nov 05, 16:00
7.795
0.00 (0.00%)
After-Hours: 18:55
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 | 84.07% |
| April 30, 2024 | 82.21% |
| 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% |
| 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 | 87.29% |
| 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% |
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
82.21%
Minimum
Apr 2024
88.83%
Maximum
Nov 2019
87.09%
Average
87.29%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| 3D Systems Corp | 96.60% |
| Intel Corp | 69.56% |
| Affirm Holdings Inc | -- |
| Desktop Metal Inc | 98.91% |
| 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% |