StoneCo Ltd (STNE)

8.20 +0.20 (+2.50%) USD  |  NASDAQ  |  Dec 20, 16:00
8.29 +0.09 (+1.10%) After-Hours: 20:00
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StoneCo Max Drawdown (5Y): 92.31% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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Fabrinet 38.70%
Credo Technology Group Holding Ltd --
Paycor HCM Inc --
VNET Group Inc 96.67%
CDW Corp 44.83%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -57.31
Beta (5Y) 2.210
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 68.27%
Historical Sharpe Ratio (5Y) -0.4071
Historical Sortino (5Y) -0.6745
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.18%