Take-Two Interactive Software Inc (TTWO)

181.97 +0.59 (+0.33%) USD  |  NASDAQ  |  Dec 20, 16:00
181.90 -0.07 (-0.04%) After-Hours: 20:00
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Take-Two Interactive Software Max Drawdown (5Y): 56.14% 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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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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Electronic Arts Inc 41.62%
Roblox Corp --
Skillz Inc --
PLAYSTUDIOS Inc --
Golden Matrix Group Inc 100.0%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.043
Beta (5Y) 0.8855
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.15%
Historical Sharpe Ratio (5Y) 0.225
Historical Sortino (5Y) 0.3927
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.62%