F5 Inc (FFIV)
182.13
+0.19
(+0.10%)
USD |
NASDAQ |
Apr 29, 16:00
163.40
-18.73
(-10.28%)
Pre-Market: 08:48
F5 Max Drawdown (5Y): 54.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.59% |
February 29, 2024 | 54.59% |
January 31, 2024 | 54.59% |
December 31, 2023 | 54.59% |
November 30, 2023 | 54.59% |
October 31, 2023 | 54.59% |
September 30, 2023 | 54.59% |
August 31, 2023 | 54.59% |
July 31, 2023 | 54.59% |
June 30, 2023 | 54.59% |
May 31, 2023 | 54.59% |
April 30, 2023 | 54.59% |
March 31, 2023 | 54.59% |
February 28, 2023 | 54.59% |
January 31, 2023 | 54.59% |
December 31, 2022 | 54.59% |
November 30, 2022 | 54.59% |
October 31, 2022 | 54.59% |
September 30, 2022 | 54.59% |
August 31, 2022 | 54.59% |
July 31, 2022 | 54.59% |
June 30, 2022 | 54.59% |
May 31, 2022 | 54.59% |
April 30, 2022 | 54.59% |
March 31, 2022 | 54.59% |
Date | Value |
---|---|
February 28, 2022 | 54.59% |
January 31, 2022 | 54.59% |
December 31, 2021 | 54.59% |
November 30, 2021 | 54.59% |
October 31, 2021 | 54.59% |
September 30, 2021 | 54.59% |
August 31, 2021 | 54.59% |
July 31, 2021 | 54.59% |
June 30, 2021 | 54.59% |
May 31, 2021 | 54.59% |
April 30, 2021 | 54.59% |
March 31, 2021 | 54.59% |
February 28, 2021 | 54.59% |
January 31, 2021 | 54.59% |
December 31, 2020 | 54.59% |
November 30, 2020 | 54.59% |
October 31, 2020 | 54.59% |
September 30, 2020 | 54.59% |
August 31, 2020 | 54.59% |
July 31, 2020 | 54.59% |
June 30, 2020 | 54.59% |
May 31, 2020 | 54.59% |
April 30, 2020 | 54.59% |
March 31, 2020 | 54.59% |
February 29, 2020 | 39.85% |
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
37.01%
Minimum
Apr 2019
54.59%
Maximum
Mar 2020
51.60%
Average
54.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
GitLab Inc | -- |
Cognizant Technology Solutions Corp | 49.77% |
VeriSign Inc | 38.85% |
Zscaler Inc | 76.41% |
BigBear.ai Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.58 |
Beta (5Y) | 1.106 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.07% |
Historical Sharpe Ratio (5Y) | 0.0598 |
Historical Sortino (5Y) | 0.0965 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.89% |