Yelp Inc (YELP)
39.10
-0.31
(-0.79%)
USD |
NYSE |
Apr 19, 12:28
Yelp Max Drawdown (5Y): 72.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 72.23% |
| April 30, 2021 | 72.23% |
| March 31, 2021 | 72.95% |
| February 28, 2021 | 78.15% |
| January 31, 2021 | 80.19% |
| December 31, 2020 | 80.65% |
| November 30, 2020 | 84.47% |
| October 31, 2020 | 84.47% |
| September 30, 2020 | 84.47% |
| August 31, 2020 | 84.47% |
| July 31, 2020 | 84.47% |
| June 30, 2020 | 84.47% |
| May 31, 2020 | 84.47% |
| April 30, 2020 | 84.47% |
| March 31, 2020 | 84.47% |
| February 29, 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
Apr 2021
84.47%
Maximum
Apr 2019
76.69%
Average
72.23%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| DoorDash Inc | -- |
| Roku Inc | 91.91% |
| Pinterest Inc | 80.72% |
| Zillow Group Inc | 86.74% |
| Alphabet Inc | 44.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.76 |
| Beta (5Y) | 1.490 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.19% |
| Historical Sharpe Ratio (5Y) | 0.0154 |
| Historical Sortino (5Y) | 0.024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.23% |