Aspen Technology Inc (AZPN)
248.49
+3.19
(+1.30%)
USD |
NASDAQ |
Nov 21, 16:00
248.42
-0.07
(-0.03%)
After-Hours: 20:00
Aspen Technology Max Drawdown (5Y): 46.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.10% |
| September 30, 2024 | 46.10% |
| August 31, 2024 | 46.10% |
| July 31, 2024 | 46.10% |
| June 30, 2024 | 46.10% |
| May 31, 2024 | 46.10% |
| April 30, 2024 | 46.10% |
| March 31, 2024 | 46.10% |
| February 29, 2024 | 46.10% |
| January 31, 2024 | 46.10% |
| December 31, 2023 | 46.10% |
| November 30, 2023 | 46.10% |
| October 31, 2023 | 46.10% |
| September 30, 2023 | 46.10% |
| August 31, 2023 | 46.10% |
| July 31, 2023 | 46.10% |
| June 30, 2023 | 46.10% |
| May 31, 2023 | 46.10% |
| April 30, 2023 | 46.10% |
| March 31, 2023 | 46.10% |
| February 28, 2023 | 46.10% |
| January 31, 2023 | 46.10% |
| December 31, 2022 | 46.10% |
| November 30, 2022 | 46.10% |
| October 31, 2022 | 46.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.10% |
| August 31, 2022 | 46.10% |
| July 31, 2022 | 46.10% |
| June 30, 2022 | 46.10% |
| May 31, 2022 | 46.10% |
| April 30, 2022 | 46.10% |
| March 31, 2022 | 46.10% |
| February 28, 2022 | 46.10% |
| January 31, 2022 | 46.10% |
| December 31, 2021 | 46.10% |
| November 30, 2021 | 46.10% |
| October 31, 2021 | 46.10% |
| September 30, 2021 | 46.10% |
| August 31, 2021 | 46.10% |
| July 31, 2021 | 46.10% |
| June 30, 2021 | 46.10% |
| May 31, 2021 | 46.10% |
| April 30, 2021 | 46.10% |
| March 31, 2021 | 46.10% |
| February 28, 2021 | 46.10% |
| January 31, 2021 | 46.10% |
| December 31, 2020 | 46.10% |
| November 30, 2020 | 46.10% |
| October 31, 2020 | 46.10% |
| September 30, 2020 | 46.10% |
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
36.98%
Minimum
Nov 2019
46.10%
Maximum
Mar 2020
45.50%
Average
46.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
| PDF Solutions Inc | 63.41% |
| Creative Realities Inc | 95.58% |
| Matterport Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.159 |
| Beta (5Y) | 0.7632 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.81% |
| Historical Sharpe Ratio (5Y) | 0.3352 |
| Historical Sortino (5Y) | 0.552 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.06% |