Alphabet Inc (GOOGL)
165.15
+1.29
(+0.79%)
USD |
NASDAQ |
May 02, 10:20
Alphabet Max Drawdown (5Y): 44.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.32% |
March 31, 2024 | 44.32% |
February 29, 2024 | 44.32% |
January 31, 2024 | 44.32% |
December 31, 2023 | 44.32% |
November 30, 2023 | 44.32% |
October 31, 2023 | 44.32% |
September 30, 2023 | 44.32% |
August 31, 2023 | 44.32% |
July 31, 2023 | 44.32% |
June 30, 2023 | 44.32% |
May 31, 2023 | 44.32% |
April 30, 2023 | 44.32% |
March 31, 2023 | 44.32% |
February 28, 2023 | 44.32% |
January 31, 2023 | 44.32% |
December 31, 2022 | 44.32% |
November 30, 2022 | 44.32% |
October 31, 2022 | 38.45% |
September 30, 2022 | 36.16% |
August 31, 2022 | 30.87% |
July 31, 2022 | 30.87% |
June 30, 2022 | 30.87% |
May 31, 2022 | 30.87% |
April 30, 2022 | 30.87% |
Date | Value |
---|---|
March 31, 2022 | 30.87% |
February 28, 2022 | 30.87% |
January 31, 2022 | 30.87% |
December 31, 2021 | 30.87% |
November 30, 2021 | 30.87% |
October 31, 2021 | 30.87% |
September 30, 2021 | 30.87% |
August 31, 2021 | 30.87% |
July 31, 2021 | 30.87% |
June 30, 2021 | 30.87% |
May 31, 2021 | 30.87% |
April 30, 2021 | 30.87% |
March 31, 2021 | 30.87% |
February 28, 2021 | 30.87% |
January 31, 2021 | 30.87% |
December 31, 2020 | 30.87% |
November 30, 2020 | 30.87% |
October 31, 2020 | 30.87% |
September 30, 2020 | 30.87% |
August 31, 2020 | 30.87% |
July 31, 2020 | 30.87% |
June 30, 2020 | 30.87% |
May 31, 2020 | 30.87% |
April 30, 2020 | 30.87% |
March 31, 2020 | 30.87% |
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
23.40%
Minimum
May 2019
44.32%
Maximum
Nov 2022
33.88%
Average
30.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Snap Inc | 90.66% |
Pinterest Inc | 80.72% |
Meta Platforms Inc | 76.74% |
Paramount Global | 88.97% |
Netflix Inc | 75.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.731 |
Beta (5Y) | 1.017 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.43% |
Historical Sharpe Ratio (5Y) | 0.7315 |
Historical Sortino (5Y) | 1.056 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.82% |