Alarm.com Holdings Inc (ALRM)
60.81
+0.61
(+1.01%)
USD |
NASDAQ |
Nov 21, 16:00
60.70
-0.11
(-0.18%)
After-Hours: 20:00
Alarm.com Holdings Max Drawdown (5Y): 57.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.92% |
| September 30, 2024 | 57.92% |
| August 31, 2024 | 57.92% |
| July 31, 2024 | 57.92% |
| June 30, 2024 | 57.92% |
| May 31, 2024 | 57.92% |
| April 30, 2024 | 57.92% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
41.13%
Minimum
Nov 2019
57.92%
Maximum
May 2023
53.39%
Average
51.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Manhattan Associates Inc | 57.93% |
| Guidewire Software Inc | 60.28% |
| Bentley Systems Inc | -- |
| Inuvo Inc | 95.07% |
| Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.42 |
| Beta (5Y) | 0.8987 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.88% |
| Historical Sharpe Ratio (5Y) | -0.0217 |
| Historical Sortino (5Y) | -0.0438 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.49% |