Autodesk Inc (ADSK)
216.40
+1.40
(+0.65%)
USD |
NASDAQ |
Apr 25, 16:00
215.50
-0.90
(-0.42%)
After-Hours: 04:33
Autodesk Max Drawdown (5Y): 51.99% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 35.47% |
| July 31, 2020 | 35.47% |
| June 30, 2020 | 35.47% |
| May 31, 2020 | 35.47% |
| April 30, 2020 | 35.47% |
| March 31, 2020 | 35.47% |
| February 29, 2020 | 34.69% |
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
34.69%
Minimum
Apr 2019
51.99%
Maximum
Jun 2022
42.00%
Average
35.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Salesforce Inc | 58.62% |
| Adobe Inc | 60.02% |
| Workday Inc | 55.92% |
| Intuit Inc | 49.01% |
| Microsoft Corp | 37.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.865 |
| Beta (5Y) | 1.432 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.12% |
| Historical Sharpe Ratio (5Y) | 0.2442 |
| Historical Sortino (5Y) | 0.4142 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.72% |