Q2 Holdings Inc (QTWO)
60.36
+0.78
(+1.31%)
USD |
NYSE |
May 03, 16:00
60.37
+0.01
(+0.02%)
Pre-Market: 20:00
Q2 Holdings Max Drawdown (5Y): 85.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 85.77% |
March 31, 2024 | 85.77% |
February 29, 2024 | 85.77% |
January 31, 2024 | 85.77% |
December 31, 2023 | 85.77% |
November 30, 2023 | 85.77% |
October 31, 2023 | 85.77% |
September 30, 2023 | 85.77% |
August 31, 2023 | 85.77% |
July 31, 2023 | 85.77% |
June 30, 2023 | 85.77% |
May 31, 2023 | 85.77% |
April 30, 2023 | 85.77% |
March 31, 2023 | 85.77% |
February 28, 2023 | 83.39% |
January 31, 2023 | 83.39% |
December 31, 2022 | 83.39% |
November 30, 2022 | 83.39% |
October 31, 2022 | 81.46% |
September 30, 2022 | 78.47% |
August 31, 2022 | 76.31% |
July 31, 2022 | 76.31% |
June 30, 2022 | 76.31% |
May 31, 2022 | 72.75% |
April 30, 2022 | 64.87% |
Date | Value |
---|---|
March 31, 2022 | 64.87% |
February 28, 2022 | 60.90% |
January 31, 2022 | 60.90% |
December 31, 2021 | 50.95% |
November 30, 2021 | 49.69% |
October 31, 2021 | 49.69% |
September 30, 2021 | 46.33% |
August 31, 2021 | 46.33% |
July 31, 2021 | 45.23% |
June 30, 2021 | 45.23% |
May 31, 2021 | 45.23% |
April 30, 2021 | 45.23% |
March 31, 2021 | 45.23% |
February 28, 2021 | 45.23% |
January 31, 2021 | 45.23% |
December 31, 2020 | 45.23% |
November 30, 2020 | 45.23% |
October 31, 2020 | 45.23% |
September 30, 2020 | 45.23% |
August 31, 2020 | 45.23% |
July 31, 2020 | 45.23% |
June 30, 2020 | 45.23% |
May 31, 2020 | 45.23% |
April 30, 2020 | 45.23% |
March 31, 2020 | 45.23% |
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
43.85%
Minimum
May 2019
85.77%
Maximum
Mar 2023
61.63%
Average
49.69%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Guidewire Software Inc | 60.28% |
Rego Payment Architectures Inc | 72.57% |
Ncino Inc | -- |
Autodesk Inc | 51.99% |
Ansys Inc | 51.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.80 |
Beta (5Y) | 1.469 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.30% |
Historical Sharpe Ratio (5Y) | -0.2037 |
Historical Sortino (5Y) | -0.3078 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.34% |