Autodesk Inc (ADSK)
210.79
-2.06
(-0.97%)
USD |
NASDAQ |
May 01, 16:00
210.72
-0.07
(-0.03%)
After-Hours: 20:00
Autodesk Max Drawdown (5Y): 51.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.99% |
March 31, 2024 | 51.99% |
February 29, 2024 | 51.99% |
January 31, 2024 | 51.99% |
December 31, 2023 | 51.99% |
November 30, 2023 | 51.99% |
October 31, 2023 | 51.99% |
September 30, 2023 | 51.99% |
August 31, 2023 | 51.99% |
July 31, 2023 | 51.99% |
June 30, 2023 | 51.99% |
May 31, 2023 | 51.99% |
April 30, 2023 | 51.99% |
March 31, 2023 | 51.99% |
February 28, 2023 | 51.99% |
January 31, 2023 | 51.99% |
December 31, 2022 | 51.99% |
November 30, 2022 | 51.99% |
October 31, 2022 | 51.99% |
September 30, 2022 | 51.99% |
August 31, 2022 | 51.99% |
July 31, 2022 | 51.99% |
June 30, 2022 | 51.99% |
May 31, 2022 | 47.54% |
April 30, 2022 | 47.27% |
Date | Value |
---|---|
March 31, 2022 | 44.87% |
February 28, 2022 | 38.93% |
January 31, 2022 | 35.47% |
December 31, 2021 | 35.47% |
November 30, 2021 | 35.47% |
October 31, 2021 | 35.47% |
September 30, 2021 | 35.47% |
August 31, 2021 | 35.47% |
July 31, 2021 | 35.47% |
June 30, 2021 | 35.47% |
May 31, 2021 | 35.47% |
April 30, 2021 | 35.47% |
March 31, 2021 | 35.47% |
February 28, 2021 | 35.47% |
January 31, 2021 | 35.47% |
December 31, 2020 | 35.47% |
November 30, 2020 | 35.47% |
October 31, 2020 | 35.47% |
September 30, 2020 | 35.47% |
August 31, 2020 | 35.47% |
July 31, 2020 | 35.47% |
June 30, 2020 | 35.47% |
May 31, 2020 | 35.47% |
April 30, 2020 | 35.47% |
March 31, 2020 | 35.47% |
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
34.69%
Minimum
May 2019
51.99%
Maximum
Jun 2022
42.29%
Average
35.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adobe Inc | 60.02% |
Salesforce Inc | 58.62% |
Workday Inc | 55.92% |
Snowflake Inc | -- |
Cadence Design Systems Inc | 32.12% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.63 |
Beta (5Y) | 1.453 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.51% |
Historical Sharpe Ratio (5Y) | 0.0429 |
Historical Sortino (5Y) | 0.0727 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.16% |