Alarm.com Holdings Inc (ALRM)

62.91 -1.44 (-2.24%) USD  |  NASDAQ  |  Dec 20, 16:00
62.95 +0.04 (+0.06%) After-Hours: 20:00
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Alarm.com Holdings Max Drawdown (5Y): 57.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Manhattan Associates Inc 57.93%
Bentley Systems Inc --
Guidewire Software Inc 60.28%
InterDigital Inc 64.94%
Inuvo Inc 95.07%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.976
Beta (5Y) 0.9671
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.22%
Historical Sharpe Ratio (5Y) 0.1554
Historical Sortino (5Y) 0.3174
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.49%