The Trade Desk Inc (TTD)
118.27
-0.92
(-0.77%)
USD |
NASDAQ |
Nov 04, 16:00
118.70
+0.43
(+0.36%)
After-Hours: 05:40
Trade Desk Max Drawdown (5Y): 64.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.27% |
September 30, 2024 | 64.27% |
August 31, 2024 | 64.27% |
July 31, 2024 | 64.27% |
June 30, 2024 | 64.27% |
May 31, 2024 | 64.27% |
April 30, 2024 | 64.27% |
March 31, 2024 | 64.27% |
February 29, 2024 | 64.27% |
January 31, 2024 | 64.27% |
December 31, 2023 | 64.27% |
November 30, 2023 | 64.27% |
October 31, 2023 | 64.27% |
September 30, 2023 | 64.27% |
August 31, 2023 | 64.27% |
July 31, 2023 | 64.27% |
June 30, 2023 | 64.27% |
May 31, 2023 | 64.27% |
April 30, 2023 | 64.27% |
March 31, 2023 | 64.27% |
February 28, 2023 | 64.27% |
January 31, 2023 | 64.27% |
December 31, 2022 | 64.27% |
November 30, 2022 | 64.27% |
October 31, 2022 | 63.09% |
Date | Value |
---|---|
September 30, 2022 | 63.09% |
August 31, 2022 | 63.09% |
July 31, 2022 | 63.09% |
June 30, 2022 | 62.48% |
May 31, 2022 | 61.68% |
April 30, 2022 | 54.22% |
March 31, 2022 | 54.22% |
February 28, 2022 | 54.22% |
January 31, 2022 | 54.22% |
December 31, 2021 | 54.22% |
November 30, 2021 | 54.22% |
October 31, 2021 | 54.22% |
September 30, 2021 | 54.22% |
August 31, 2021 | 54.22% |
July 31, 2021 | 54.22% |
June 30, 2021 | 54.22% |
May 31, 2021 | 54.22% |
April 30, 2021 | 54.22% |
March 31, 2021 | 54.22% |
February 28, 2021 | 54.22% |
January 31, 2021 | 54.22% |
December 31, 2020 | 54.22% |
November 30, 2020 | 54.22% |
October 31, 2020 | 54.22% |
September 30, 2020 | 54.22% |
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
35.65%
Minimum
Nov 2019
64.27%
Maximum
Nov 2022
57.86%
Average
57.95%
Median
Max Drawdown (5Y) Benchmarks
Palantir Technologies Inc | -- |
Lyft Inc | 89.79% |
AppLovin Corp | -- |
MongoDB Inc | 76.52% |
PubMatic Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 21.67 |
Beta (5Y) | 1.472 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.00% |
Historical Sharpe Ratio (5Y) | 0.6455 |
Historical Sortino (5Y) | 1.278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.52% |