SolarWinds Corp (SWI)
11.70
+0.12
(+1.04%)
USD |
NYSE |
May 03, 16:00
11.70
0.00 (0.00%)
After-Hours: 20:00
SolarWinds Max Drawdown (5Y): 67.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.33% |
March 31, 2024 | 67.33% |
February 29, 2024 | 67.33% |
January 31, 2024 | 67.33% |
December 31, 2023 | 67.33% |
November 30, 2023 | 67.33% |
October 31, 2023 | 67.33% |
September 30, 2023 | 67.33% |
August 31, 2023 | 67.33% |
July 31, 2023 | 67.33% |
June 30, 2023 | 67.33% |
May 31, 2023 | 67.33% |
April 30, 2023 | 67.33% |
March 31, 2023 | 67.33% |
February 28, 2023 | 67.33% |
January 31, 2023 | 67.33% |
December 31, 2022 | 67.33% |
November 30, 2022 | 67.33% |
October 31, 2022 | 67.33% |
September 30, 2022 | 67.33% |
August 31, 2022 | 60.85% |
July 31, 2022 | 56.79% |
June 30, 2022 | 55.76% |
May 31, 2022 | 53.90% |
April 30, 2022 | 52.87% |
Date | Value |
---|---|
March 31, 2022 | 52.87% |
February 28, 2022 | 44.92% |
January 31, 2022 | 44.02% |
December 31, 2021 | 40.76% |
November 30, 2021 | 40.76% |
October 31, 2021 | 40.76% |
September 30, 2021 | 40.76% |
August 31, 2021 | 40.76% |
July 31, 2021 | 40.76% |
June 30, 2021 | 40.76% |
May 31, 2021 | 40.76% |
April 30, 2021 | 40.76% |
March 31, 2021 | 40.76% |
February 28, 2021 | 40.76% |
January 31, 2021 | 40.76% |
December 31, 2020 | 40.76% |
November 30, 2020 | 40.76% |
October 31, 2020 | 40.76% |
September 30, 2020 | 40.76% |
August 31, 2020 | 40.76% |
July 31, 2020 | 40.76% |
June 30, 2020 | 40.76% |
May 31, 2020 | 40.76% |
April 30, 2020 | 40.76% |
March 31, 2020 | 40.76% |
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
33.82%
Minimum
May 2019
67.33%
Maximum
Sep 2022
50.06%
Average
40.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ePlus Inc | 56.46% |
DecisionPoint Systems Inc | 99.70% |
Upland Software Inc | 95.84% |
Red Violet Inc | 76.08% |
Strong Global Entertainment Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.87 |
Beta (5Y) | 0.9801 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.84% |
Historical Sharpe Ratio (5Y) | -0.3054 |
Historical Sortino (5Y) | -0.4363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.15% |