StoneCo Ltd (STNE)
9.27
+0.16
(+1.76%)
USD |
NASDAQ |
Nov 21, 16:00
9.48
+0.21
(+2.27%)
After-Hours: 20:00
StoneCo Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Fabrinet | 38.70% |
| Credo Technology Group Holding Ltd | -- |
| ON24 Inc | -- |
| Paycor HCM Inc | -- |
| Riskified Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.21 |
| Beta (5Y) | 2.288 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.30% |
| Historical Sharpe Ratio (5Y) | -0.3466 |
| Historical Sortino (5Y) | -0.5703 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.18% |