Box Inc (BOX)
32.57
+0.07
(+0.22%)
USD |
NYSE |
Nov 05, 09:37
Box Max Drawdown (5Y): 68.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.56% |
| September 30, 2024 | 68.56% |
| August 31, 2024 | 68.56% |
| July 31, 2024 | 68.56% |
| June 30, 2024 | 68.56% |
| May 31, 2024 | 68.56% |
| April 30, 2024 | 68.56% |
| March 31, 2024 | 68.56% |
| February 29, 2024 | 68.56% |
| January 31, 2024 | 68.56% |
| December 31, 2023 | 68.56% |
| November 30, 2023 | 68.56% |
| October 31, 2023 | 68.56% |
| September 30, 2023 | 68.56% |
| August 31, 2023 | 68.56% |
| July 31, 2023 | 68.56% |
| June 30, 2023 | 68.56% |
| May 31, 2023 | 68.56% |
| April 30, 2023 | 68.56% |
| March 31, 2023 | 68.56% |
| February 28, 2023 | 68.56% |
| January 31, 2023 | 68.56% |
| December 31, 2022 | 68.56% |
| November 30, 2022 | 68.56% |
| October 31, 2022 | 68.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.56% |
| August 31, 2022 | 68.56% |
| July 31, 2022 | 68.56% |
| June 30, 2022 | 68.56% |
| May 31, 2022 | 68.56% |
| April 30, 2022 | 68.56% |
| March 31, 2022 | 68.56% |
| February 28, 2022 | 68.56% |
| January 31, 2022 | 68.56% |
| December 31, 2021 | 68.56% |
| November 30, 2021 | 68.56% |
| October 31, 2021 | 68.56% |
| September 30, 2021 | 68.56% |
| August 31, 2021 | 68.56% |
| July 31, 2021 | 68.56% |
| June 30, 2021 | 68.56% |
| May 31, 2021 | 68.56% |
| April 30, 2021 | 68.56% |
| March 31, 2021 | 68.56% |
| February 28, 2021 | 68.56% |
| January 31, 2021 | 68.56% |
| December 31, 2020 | 68.56% |
| November 30, 2020 | 68.56% |
| October 31, 2020 | 68.56% |
| September 30, 2020 | 68.56% |
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
60.74%
Minimum
Nov 2019
68.56%
Maximum
Mar 2020
68.04%
Average
68.56%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Salesforce Inc | 58.62% |
| Autodesk Inc | 51.99% |
| Okta Inc | 84.57% |
| Dropbox Inc | 62.64% |
| Ncino Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0678 |
| Beta (5Y) | 0.8514 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.79% |
| Historical Sharpe Ratio (5Y) | 0.3005 |
| Historical Sortino (5Y) | 0.4766 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.18% |