Digital Turbine Inc (APPS)
2.025
+0.08
(+4.38%)
USD |
NASDAQ |
May 02, 16:00
2.025
0.00 (0.00%)
After-Hours: 20:00
Digital Turbine Max Drawdown (5Y): 98.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 98.11% |
| March 31, 2024 | 97.39% |
| February 29, 2024 | 96.75% |
| January 31, 2024 | 95.31% |
| December 31, 2023 | 95.31% |
| November 30, 2023 | 95.31% |
| October 31, 2023 | 95.07% |
| September 30, 2023 | 93.74% |
| August 31, 2023 | 91.74% |
| July 31, 2023 | 91.74% |
| June 30, 2023 | 91.74% |
| May 31, 2023 | 91.31% |
| April 30, 2023 | 89.66% |
| March 31, 2023 | 89.66% |
| February 28, 2023 | 88.66% |
| January 31, 2023 | 88.63% |
| December 31, 2022 | 88.63% |
| November 30, 2022 | 88.63% |
| October 31, 2022 | 86.24% |
| September 30, 2022 | 84.79% |
| August 31, 2022 | 84.24% |
| July 31, 2022 | 84.24% |
| June 30, 2022 | 84.24% |
| May 31, 2022 | 82.34% |
| April 30, 2022 | 83.19% |
| Date | Value |
|---|---|
| March 31, 2022 | 83.36% |
| February 28, 2022 | 83.36% |
| January 31, 2022 | 85.02% |
| December 31, 2021 | 86.25% |
| November 30, 2021 | 88.29% |
| October 31, 2021 | 88.79% |
| September 30, 2021 | 89.97% |
| August 31, 2021 | 89.97% |
| July 31, 2021 | 89.97% |
| June 30, 2021 | 89.97% |
| May 31, 2021 | 89.97% |
| April 30, 2021 | 89.97% |
| March 31, 2021 | 89.97% |
| February 28, 2021 | 89.97% |
| January 31, 2021 | 89.97% |
| December 31, 2020 | 89.97% |
| November 30, 2020 | 89.97% |
| October 31, 2020 | 89.97% |
| September 30, 2020 | 89.97% |
| August 31, 2020 | 89.97% |
| July 31, 2020 | 89.97% |
| June 30, 2020 | 89.97% |
| May 31, 2020 | 89.97% |
| April 30, 2020 | 89.97% |
| March 31, 2020 | 89.97% |
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
82.34%
Minimum
May 2022
98.11%
Maximum
Apr 2024
89.68%
Average
89.97%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| BlackLine Inc | 68.03% |
| Box Inc | 68.56% |
| Unity Software Inc | -- |
| 8x8 Inc | 94.36% |
| Intuit Inc | 49.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.10 |
| Beta (5Y) | 2.539 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.72% |
| Historical Sharpe Ratio (5Y) | -0.1516 |
| Historical Sortino (5Y) | -0.371 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.79% |