Altair Engineering Inc (ALTR)
104.35
-0.02
(-0.02%)
USD |
NASDAQ |
Nov 21, 16:00
104.36
+0.01
(+0.01%)
After-Hours: 20:00
Altair Engineering Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ePlus Inc | 56.46% |
| Palo Alto Networks Inc | 47.98% |
| Upland Software Inc | 96.36% |
| Red Violet Inc | -- |
| i3 Verticals Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.131 |
| Beta (5Y) | 1.437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.72% |
| Historical Sharpe Ratio (5Y) | 0.5956 |
| Historical Sortino (5Y) | 0.887 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.03% |