Yelp Inc (YELP)
35.41
-0.43
(-1.20%)
USD |
NYSE |
Nov 21, 13:01
Yelp Max Drawdown (5Y): 72.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.23% |
| September 30, 2024 | 72.23% |
| August 31, 2024 | 72.23% |
| July 31, 2024 | 72.23% |
| June 30, 2024 | 72.23% |
| May 31, 2024 | 72.23% |
| April 30, 2024 | 72.23% |
| March 31, 2024 | 72.23% |
| February 29, 2024 | 72.23% |
| January 31, 2024 | 72.23% |
| December 31, 2023 | 72.23% |
| November 30, 2023 | 72.23% |
| October 31, 2023 | 72.23% |
| September 30, 2023 | 72.23% |
| August 31, 2023 | 72.23% |
| July 31, 2023 | 72.23% |
| June 30, 2023 | 72.23% |
| May 31, 2023 | 72.23% |
| April 30, 2023 | 72.23% |
| March 31, 2023 | 72.23% |
| February 28, 2023 | 72.23% |
| January 31, 2023 | 72.23% |
| December 31, 2022 | 72.23% |
| November 30, 2022 | 72.23% |
| October 31, 2022 | 72.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.23% |
| August 31, 2022 | 72.23% |
| July 31, 2022 | 72.23% |
| June 30, 2022 | 72.23% |
| May 31, 2022 | 72.23% |
| April 30, 2022 | 72.23% |
| March 31, 2022 | 72.23% |
| February 28, 2022 | 72.23% |
| January 31, 2022 | 72.23% |
| December 31, 2021 | 72.23% |
| November 30, 2021 | 72.23% |
| October 31, 2021 | 72.23% |
| September 30, 2021 | 72.23% |
| August 31, 2021 | 72.23% |
| July 31, 2021 | 72.23% |
| June 30, 2021 | 72.23% |
| May 31, 2021 | 73.29% |
| April 30, 2021 | 78.15% |
| March 31, 2021 | 80.19% |
| February 28, 2021 | 80.65% |
| January 31, 2021 | 84.47% |
| December 31, 2020 | 84.47% |
| November 30, 2020 | 84.47% |
| October 31, 2020 | 84.47% |
| September 30, 2020 | 84.47% |
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
72.23%
Minimum
Jun 2021
84.47%
Maximum
Nov 2019
75.68%
Average
72.23%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Alphabet Inc | 44.32% |
| Snap Inc | 90.66% |
| Pinterest Inc | -- |
| TechTarget Inc | 79.05% |
| The Arena Group Holdings Inc | 97.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.72 |
| Beta (5Y) | 1.328 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.71% |
| Historical Sharpe Ratio (5Y) | -0.0577 |
| Historical Sortino (5Y) | -0.091 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |