Upwork Inc (UPWK)
15.38
+0.41
(+2.74%)
USD |
NASDAQ |
Nov 21, 16:00
15.81
+0.43
(+2.80%)
Pre-Market: 08:21
Upwork 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
| TechTarget Inc | 79.05% |
| Zillow Group Inc | 86.74% |
| Digital Ally Inc | 99.25% |
| The Arena Group Holdings Inc | 97.16% |
| Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.67 |
| Beta (5Y) | 1.492 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.37% |
| Historical Sharpe Ratio (5Y) | -0.0618 |
| Historical Sortino (5Y) | -0.1612 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.65% |