Alarm.com Holdings Inc (ALRM)
65.75
-0.44
(-0.66%)
USD |
NASDAQ |
Apr 24, 16:00
65.75
0.00 (0.00%)
After-Hours: 20:00
Alarm.com Holdings Max Drawdown (5Y): 57.92% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.92% |
| February 29, 2024 | 57.92% |
| January 31, 2024 | 57.92% |
| December 31, 2023 | 57.92% |
| November 30, 2023 | 57.92% |
| October 31, 2023 | 57.92% |
| September 30, 2023 | 57.92% |
| August 31, 2023 | 57.92% |
| July 31, 2023 | 57.92% |
| June 30, 2023 | 57.92% |
| May 31, 2023 | 57.92% |
| April 30, 2023 | 56.24% |
| March 31, 2023 | 56.24% |
| February 28, 2023 | 56.24% |
| January 31, 2023 | 56.24% |
| December 31, 2022 | 56.24% |
| November 30, 2022 | 55.89% |
| October 31, 2022 | 51.80% |
| September 30, 2022 | 51.80% |
| August 31, 2022 | 51.80% |
| July 31, 2022 | 51.80% |
| June 30, 2022 | 51.80% |
| May 31, 2022 | 51.80% |
| April 30, 2022 | 51.80% |
| March 31, 2022 | 51.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.80% |
| January 31, 2022 | 51.80% |
| December 31, 2021 | 51.80% |
| November 30, 2021 | 51.80% |
| October 31, 2021 | 51.80% |
| September 30, 2021 | 51.80% |
| August 31, 2021 | 51.80% |
| July 31, 2021 | 51.80% |
| June 30, 2021 | 51.80% |
| May 31, 2021 | 51.80% |
| April 30, 2021 | 51.80% |
| March 31, 2021 | 51.80% |
| February 28, 2021 | 51.80% |
| January 31, 2021 | 51.80% |
| December 31, 2020 | 51.80% |
| November 30, 2020 | 51.80% |
| October 31, 2020 | 51.80% |
| September 30, 2020 | 51.80% |
| August 31, 2020 | 51.80% |
| July 31, 2020 | 51.80% |
| June 30, 2020 | 51.80% |
| May 31, 2020 | 51.80% |
| April 30, 2020 | 51.80% |
| March 31, 2020 | 51.80% |
| February 29, 2020 | 41.72% |
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
39.29%
Minimum
Apr 2019
57.92%
Maximum
May 2023
51.22%
Average
51.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Manhattan Associates Inc | 57.93% |
| Guidewire Software Inc | 60.28% |
| Bentley Systems Inc | -- |
| Adobe Inc | 60.02% |
| 8x8 Inc | 94.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.05 |
| Beta (5Y) | 0.9408 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.97% |
| Historical Sharpe Ratio (5Y) | 0.0062 |
| Historical Sortino (5Y) | 0.0121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |