Yatra Online Inc (YTRA)
1.43
-0.01
(-0.69%)
USD |
NASDAQ |
May 06, 09:57
Yatra Online Max Drawdown (5Y): 95.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.50% |
March 31, 2024 | 95.50% |
February 29, 2024 | 95.50% |
January 31, 2024 | 95.50% |
December 31, 2023 | 95.50% |
November 30, 2023 | 95.50% |
October 31, 2023 | 95.50% |
September 30, 2023 | 95.50% |
August 31, 2023 | 95.50% |
July 31, 2023 | 95.50% |
June 30, 2023 | 95.50% |
May 31, 2023 | 95.50% |
April 30, 2023 | 95.50% |
March 31, 2023 | 95.50% |
February 28, 2023 | 95.50% |
January 31, 2023 | 95.50% |
December 31, 2022 | 95.50% |
November 30, 2022 | 95.50% |
October 31, 2022 | 95.50% |
September 30, 2022 | 95.50% |
August 31, 2022 | 95.50% |
July 31, 2022 | 95.50% |
June 30, 2022 | 95.50% |
May 31, 2022 | 95.50% |
April 30, 2022 | 95.50% |
Date | Value |
---|---|
March 31, 2022 | 95.50% |
February 28, 2022 | 95.50% |
January 31, 2022 | 95.50% |
December 31, 2021 | 95.50% |
November 30, 2021 | 95.50% |
October 31, 2021 | 95.50% |
September 30, 2021 | 95.50% |
August 31, 2021 | 95.50% |
July 31, 2021 | 95.50% |
June 30, 2021 | 95.50% |
May 31, 2021 | 95.50% |
April 30, 2021 | 95.50% |
March 31, 2021 | 95.50% |
February 28, 2021 | 95.50% |
January 31, 2021 | 95.50% |
December 31, 2020 | 95.50% |
November 30, 2020 | 95.50% |
October 31, 2020 | 95.50% |
September 30, 2020 | 95.50% |
August 31, 2020 | 94.55% |
July 31, 2020 | 94.55% |
June 30, 2020 | 94.55% |
May 31, 2020 | 92.99% |
April 30, 2020 | 92.99% |
March 31, 2020 | 92.99% |
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
69.03%
Minimum
May 2019
95.50%
Maximum
Sep 2020
91.50%
Average
95.50%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
MakeMyTrip Ltd | 73.45% |
Mahindra & Mahindra Ltd | 79.94% |
Flanigan'S Enterprises Inc | 69.97% |
Birks Group Inc | 88.31% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.89 |
Beta (5Y) | 1.206 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.59% |
Historical Sharpe Ratio (5Y) | -0.3181 |
Historical Sortino (5Y) | -0.4994 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.59% |