Check Point Software Technologies Ltd (CHKP)
151.20
+1.73
(+1.16%)
USD |
NASDAQ |
May 03, 16:00
151.15
-0.05
(-0.03%)
After-Hours: 20:00
Check Point Software Technologies Max Drawdown (5Y): 37.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.64% |
March 31, 2024 | 37.64% |
February 29, 2024 | 37.64% |
January 31, 2024 | 37.64% |
December 31, 2023 | 37.64% |
November 30, 2023 | 37.64% |
October 31, 2023 | 37.64% |
September 30, 2023 | 37.64% |
August 31, 2023 | 37.64% |
July 31, 2023 | 37.64% |
June 30, 2023 | 37.64% |
May 31, 2023 | 37.64% |
April 30, 2023 | 37.64% |
March 31, 2023 | 37.64% |
February 28, 2023 | 37.64% |
January 31, 2023 | 37.64% |
December 31, 2022 | 37.64% |
November 30, 2022 | 37.64% |
October 31, 2022 | 37.64% |
September 30, 2022 | 37.64% |
August 31, 2022 | 37.64% |
July 31, 2022 | 37.64% |
June 30, 2022 | 37.64% |
May 31, 2022 | 37.64% |
April 30, 2022 | 37.64% |
Date | Value |
---|---|
March 31, 2022 | 37.64% |
February 28, 2022 | 37.64% |
January 31, 2022 | 37.64% |
December 31, 2021 | 37.64% |
November 30, 2021 | 37.64% |
October 31, 2021 | 37.64% |
September 30, 2021 | 37.64% |
August 31, 2021 | 37.64% |
July 31, 2021 | 37.64% |
June 30, 2021 | 37.64% |
May 31, 2021 | 37.64% |
April 30, 2021 | 37.64% |
March 31, 2021 | 37.64% |
February 28, 2021 | 37.64% |
January 31, 2021 | 37.64% |
December 31, 2020 | 37.64% |
November 30, 2020 | 37.64% |
October 31, 2020 | 37.64% |
September 30, 2020 | 37.64% |
August 31, 2020 | 37.64% |
July 31, 2020 | 37.64% |
June 30, 2020 | 37.64% |
May 31, 2020 | 37.64% |
April 30, 2020 | 37.64% |
March 31, 2020 | 37.64% |
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
19.68%
Minimum
May 2019
37.64%
Maximum
Mar 2020
34.70%
Average
37.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Fortinet Inc | 38.32% |
CyberArk Software Ltd | 50.48% |
Zscaler Inc | 76.41% |
AudioCodes Ltd | 83.01% |
SatixFy Communications Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.837 |
Beta (5Y) | 0.6407 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.78% |
Historical Sharpe Ratio (5Y) | 0.1058 |
Historical Sortino (5Y) | 0.1491 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.40% |