The Trade Desk Inc (TTD)
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Nov 21, 15:03
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
| AppLovin Corp | -- |
| Lyft Inc | -- |
| Palantir Technologies Inc | -- |
| PubMatic Inc | -- |
| MongoDB 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% |