Yatra Online Inc (YTRA)
1.37
-0.03
(-2.14%)
USD |
NASDAQ |
Nov 14, 16:00
1.37
0.00 (0.00%)
After-Hours: 16:52
Yatra Online Max Drawdown (5Y): 95.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 95.50% |
September 30, 2024 | 95.50% |
August 31, 2024 | 95.50% |
July 31, 2024 | 95.50% |
June 30, 2024 | 95.50% |
May 31, 2024 | 95.50% |
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% |
Date | Value |
---|---|
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% |
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% |
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
72.86%
Minimum
Nov 2019
95.50%
Maximum
Sep 2020
94.00%
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% |
DSS Inc | 99.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.91 |
Beta (5Y) | 1.253 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.70% |
Historical Sharpe Ratio (5Y) | -0.3172 |
Historical Sortino (5Y) | -0.4942 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.35% |