Cadence Design Systems Inc (CDNS)
306.41
+2.40
(+0.79%)
USD |
NASDAQ |
Nov 21, 15:51
Cadence Design Systems Max Drawdown (5Y): 32.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 32.12% |
| September 30, 2024 | 32.12% |
| August 31, 2024 | 32.12% |
| July 31, 2024 | 32.12% |
| June 30, 2024 | 32.12% |
| May 31, 2024 | 32.12% |
| April 30, 2024 | 32.12% |
| March 31, 2024 | 32.12% |
| February 29, 2024 | 32.12% |
| January 31, 2024 | 32.12% |
| December 31, 2023 | 32.12% |
| November 30, 2023 | 32.12% |
| October 31, 2023 | 32.12% |
| September 30, 2023 | 32.12% |
| August 31, 2023 | 32.12% |
| July 31, 2023 | 32.12% |
| June 30, 2023 | 32.12% |
| May 31, 2023 | 32.12% |
| April 30, 2023 | 32.12% |
| March 31, 2023 | 32.12% |
| February 28, 2023 | 32.12% |
| January 31, 2023 | 32.12% |
| December 31, 2022 | 32.12% |
| November 30, 2022 | 32.12% |
| October 31, 2022 | 32.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.12% |
| August 31, 2022 | 32.12% |
| July 31, 2022 | 32.12% |
| June 30, 2022 | 32.12% |
| May 31, 2022 | 32.12% |
| April 30, 2022 | 32.12% |
| March 31, 2022 | 32.12% |
| February 28, 2022 | 32.12% |
| January 31, 2022 | 32.12% |
| December 31, 2021 | 32.12% |
| November 30, 2021 | 32.12% |
| October 31, 2021 | 32.12% |
| September 30, 2021 | 32.12% |
| August 31, 2021 | 32.12% |
| July 31, 2021 | 32.12% |
| June 30, 2021 | 32.12% |
| May 31, 2021 | 32.12% |
| April 30, 2021 | 32.12% |
| March 31, 2021 | 32.12% |
| February 28, 2021 | 32.12% |
| January 31, 2021 | 32.12% |
| December 31, 2020 | 32.12% |
| November 30, 2020 | 32.12% |
| October 31, 2020 | 32.12% |
| September 30, 2020 | 32.12% |
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
21.72%
Minimum
Nov 2019
32.12%
Maximum
Mar 2020
31.42%
Average
32.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ansys Inc | 51.28% |
| Microsoft Corp | 37.14% |
| Synopsys Inc | 34.25% |
| Adobe Inc | 60.02% |
| Procore Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.87 |
| Beta (5Y) | 1.020 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.18% |
| Historical Sharpe Ratio (5Y) | 0.9356 |
| Historical Sortino (5Y) | 1.538 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.03% |