Aspen Technology Inc (AZPN)

250.68 +1.62 (+0.65%) USD  |  NASDAQ  |  Dec 20, 16:00
250.62 -0.06 (-0.03%) After-Hours: 20:00
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Aspen Technology Max Drawdown (5Y): 46.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
240.00
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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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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) 2.304
Beta (5Y) 0.7592
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.45%
Historical Sharpe Ratio (5Y) 0.3236
Historical Sortino (5Y) 0.5277
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.06%