Workday Inc (WDAY)
251.04
-3.02
(-1.19%)
USD |
NASDAQ |
Apr 26, 16:00
250.60
-0.44
(-0.18%)
After-Hours: 20:00
Workday Max Drawdown (5Y): 55.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 55.92% |
| February 29, 2024 | 55.92% |
| January 31, 2024 | 55.92% |
| December 31, 2023 | 55.92% |
| November 30, 2023 | 55.92% |
| October 31, 2023 | 55.92% |
| September 30, 2023 | 55.92% |
| August 31, 2023 | 55.92% |
| July 31, 2023 | 55.92% |
| June 30, 2023 | 55.92% |
| May 31, 2023 | 55.92% |
| April 30, 2023 | 55.92% |
| March 31, 2023 | 55.92% |
| February 28, 2023 | 55.92% |
| January 31, 2023 | 55.92% |
| December 31, 2022 | 55.92% |
| November 30, 2022 | 55.92% |
| October 31, 2022 | 54.61% |
| September 30, 2022 | 54.61% |
| August 31, 2022 | 54.61% |
| July 31, 2022 | 54.61% |
| June 30, 2022 | 54.61% |
| May 31, 2022 | 49.23% |
| April 30, 2022 | 49.23% |
| March 31, 2022 | 49.23% |
| Date | Value |
|---|---|
| February 28, 2022 | 49.23% |
| January 31, 2022 | 49.23% |
| December 31, 2021 | 49.23% |
| November 30, 2021 | 49.23% |
| October 31, 2021 | 49.23% |
| September 30, 2021 | 49.23% |
| August 31, 2021 | 49.23% |
| July 31, 2021 | 49.23% |
| June 30, 2021 | 49.23% |
| May 31, 2021 | 49.23% |
| April 30, 2021 | 49.23% |
| March 31, 2021 | 49.23% |
| February 28, 2021 | 49.23% |
| January 31, 2021 | 49.23% |
| December 31, 2020 | 49.23% |
| November 30, 2020 | 57.65% |
| October 31, 2020 | 57.65% |
| September 30, 2020 | 57.65% |
| August 31, 2020 | 57.65% |
| July 31, 2020 | 57.65% |
| June 30, 2020 | 57.65% |
| May 31, 2020 | 57.65% |
| April 30, 2020 | 57.65% |
| March 31, 2020 | 57.65% |
| February 29, 2020 | 57.65% |
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
49.23%
Minimum
Dec 2020
57.65%
Maximum
Apr 2019
54.38%
Average
55.92%
Median
Nov 2022
Max Drawdown (5Y) Benchmarks
| Salesforce Inc | 58.62% |
| Zoom Video Communications Inc | 89.57% |
| Unity Software Inc | -- |
| Adobe Inc | 60.02% |
| Intuit Inc | 49.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.02 |
| Beta (5Y) | 1.318 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.68% |
| Historical Sharpe Ratio (5Y) | 0.1376 |
| Historical Sortino (5Y) | 0.2231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.03% |