NetScout Systems Inc (NTCT)
20.09
-0.17
(-0.84%)
USD |
NASDAQ |
May 03, 16:00
20.08
-0.02
(-0.07%)
After-Hours: 20:00
NetScout Systems Max Drawdown (5Y): 52.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 52.92% |
| March 31, 2024 | 52.92% |
| February 29, 2024 | 52.92% |
| January 31, 2024 | 52.92% |
| December 31, 2023 | 52.92% |
| November 30, 2023 | 52.92% |
| October 31, 2023 | 52.92% |
| September 30, 2023 | 52.92% |
| August 31, 2023 | 52.92% |
| July 31, 2023 | 53.83% |
| June 30, 2023 | 53.83% |
| May 31, 2023 | 53.83% |
| April 30, 2023 | 53.83% |
| March 31, 2023 | 53.83% |
| February 28, 2023 | 53.83% |
| January 31, 2023 | 53.83% |
| December 31, 2022 | 53.83% |
| November 30, 2022 | 53.83% |
| October 31, 2022 | 53.83% |
| September 30, 2022 | 53.83% |
| August 31, 2022 | 53.83% |
| July 31, 2022 | 53.83% |
| June 30, 2022 | 53.83% |
| May 31, 2022 | 53.83% |
| April 30, 2022 | 53.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.83% |
| February 28, 2022 | 53.83% |
| January 31, 2022 | 53.83% |
| December 31, 2021 | 53.83% |
| November 30, 2021 | 53.83% |
| October 31, 2021 | 53.83% |
| September 30, 2021 | 53.83% |
| August 31, 2021 | 53.83% |
| July 31, 2021 | 53.83% |
| June 30, 2021 | 53.83% |
| May 31, 2021 | 53.83% |
| April 30, 2021 | 53.83% |
| March 31, 2021 | 55.02% |
| February 28, 2021 | 55.02% |
| January 31, 2021 | 55.02% |
| December 31, 2020 | 59.26% |
| November 30, 2020 | 59.69% |
| October 31, 2020 | 59.69% |
| September 30, 2020 | 59.69% |
| August 31, 2020 | 59.69% |
| July 31, 2020 | 59.69% |
| June 30, 2020 | 59.69% |
| May 31, 2020 | 59.69% |
| April 30, 2020 | 59.69% |
| March 31, 2020 | 59.69% |
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
52.92%
Minimum
Aug 2023
59.69%
Maximum
May 2019
55.70%
Average
53.83%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Agilysys Inc | 64.72% |
| American Software Inc | 68.64% |
| Issuer Direct Corp | 64.52% |
| WaveDancer Inc | 97.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.53 |
| Beta (5Y) | 0.6612 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.68% |
| Historical Sharpe Ratio (5Y) | -0.3312 |
| Historical Sortino (5Y) | -0.5333 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.05% |