Autodesk Inc (ADSK)
315.41
+7.57
(+2.46%)
USD |
NASDAQ |
Nov 21, 16:00
315.00
-0.41
(-0.13%)
After-Hours: 20:00
Autodesk Max Drawdown (5Y): 51.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.99% |
| September 30, 2024 | 51.99% |
| August 31, 2024 | 51.99% |
| July 31, 2024 | 51.99% |
| June 30, 2024 | 51.99% |
| May 31, 2024 | 51.99% |
| April 30, 2024 | 51.99% |
| March 31, 2024 | 51.99% |
| February 29, 2024 | 51.99% |
| January 31, 2024 | 51.99% |
| December 31, 2023 | 51.99% |
| November 30, 2023 | 51.99% |
| October 31, 2023 | 51.99% |
| September 30, 2023 | 51.99% |
| August 31, 2023 | 51.99% |
| July 31, 2023 | 51.99% |
| June 30, 2023 | 51.99% |
| May 31, 2023 | 51.99% |
| April 30, 2023 | 51.99% |
| March 31, 2023 | 51.99% |
| February 28, 2023 | 51.99% |
| January 31, 2023 | 51.99% |
| December 31, 2022 | 51.99% |
| November 30, 2022 | 51.99% |
| October 31, 2022 | 51.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.99% |
| August 31, 2022 | 51.99% |
| July 31, 2022 | 51.99% |
| June 30, 2022 | 51.99% |
| May 31, 2022 | 47.54% |
| April 30, 2022 | 47.27% |
| March 31, 2022 | 44.87% |
| February 28, 2022 | 38.93% |
| January 31, 2022 | 35.47% |
| December 31, 2021 | 35.47% |
| November 30, 2021 | 35.47% |
| October 31, 2021 | 35.47% |
| September 30, 2021 | 35.47% |
| August 31, 2021 | 35.47% |
| July 31, 2021 | 35.47% |
| June 30, 2021 | 35.47% |
| May 31, 2021 | 35.47% |
| April 30, 2021 | 35.47% |
| March 31, 2021 | 35.47% |
| February 28, 2021 | 35.47% |
| January 31, 2021 | 35.47% |
| December 31, 2020 | 35.47% |
| November 30, 2020 | 35.47% |
| October 31, 2020 | 35.47% |
| September 30, 2020 | 35.47% |
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
34.69%
Minimum
Nov 2019
51.99%
Maximum
Jun 2022
44.02%
Average
47.41%
Median
Max Drawdown (5Y) Benchmarks
| Salesforce Inc | 58.62% |
| CrowdStrike Holdings Inc | -- |
| Ansys Inc | 51.28% |
| Cadence Design Systems Inc | 32.12% |
| Okta Inc | 84.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.353 |
| Beta (5Y) | 1.472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.90% |
| Historical Sharpe Ratio (5Y) | 0.3243 |
| Historical Sortino (5Y) | 0.5416 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.04% |