Intuit Inc (INTU)
636.97
-1.42
(-0.22%)
USD |
NASDAQ |
Apr 30, 09:36
Intuit Max Drawdown (5Y): 49.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 49.01% |
| February 29, 2024 | 49.01% |
| January 31, 2024 | 49.01% |
| December 31, 2023 | 49.01% |
| November 30, 2023 | 49.01% |
| October 31, 2023 | 49.01% |
| September 30, 2023 | 49.01% |
| August 31, 2023 | 49.01% |
| July 31, 2023 | 49.01% |
| June 30, 2023 | 49.01% |
| May 31, 2023 | 49.01% |
| April 30, 2023 | 49.01% |
| March 31, 2023 | 49.01% |
| February 28, 2023 | 49.01% |
| January 31, 2023 | 49.01% |
| December 31, 2022 | 49.01% |
| November 30, 2022 | 49.01% |
| October 31, 2022 | 49.01% |
| September 30, 2022 | 49.01% |
| August 31, 2022 | 49.01% |
| July 31, 2022 | 49.01% |
| June 30, 2022 | 49.01% |
| May 31, 2022 | 49.01% |
| April 30, 2022 | 39.63% |
| March 31, 2022 | 38.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.28% |
| January 31, 2022 | 36.28% |
| December 31, 2021 | 36.28% |
| November 30, 2021 | 36.28% |
| October 31, 2021 | 36.28% |
| September 30, 2021 | 36.28% |
| August 31, 2021 | 36.28% |
| July 31, 2021 | 36.28% |
| June 30, 2021 | 36.28% |
| May 31, 2021 | 36.28% |
| April 30, 2021 | 36.28% |
| March 31, 2021 | 36.28% |
| February 28, 2021 | 36.28% |
| January 31, 2021 | 36.28% |
| December 31, 2020 | 36.28% |
| November 30, 2020 | 36.28% |
| October 31, 2020 | 36.28% |
| September 30, 2020 | 36.28% |
| August 31, 2020 | 36.28% |
| July 31, 2020 | 36.28% |
| June 30, 2020 | 36.28% |
| May 31, 2020 | 36.28% |
| April 30, 2020 | 36.28% |
| March 31, 2020 | 36.28% |
| February 29, 2020 | 26.11% |
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
26.11%
Minimum
Apr 2019
49.01%
Maximum
May 2022
39.39%
Average
36.28%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Microsoft Corp | 37.14% |
| Salesforce Inc | 58.62% |
| Synopsys Inc | 34.25% |
| Workday Inc | 55.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.989 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.10% |
| Historical Sharpe Ratio (5Y) | 0.6456 |
| Historical Sortino (5Y) | 0.9083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.06% |