Salesforce Inc (CRM)
294.72
+3.35
(+1.15%)
USD |
NYSE |
Nov 01, 16:00
294.20
-0.52
(-0.18%)
After-Hours: 20:00
Salesforce Max Drawdown (5Y): 58.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.62% |
| September 30, 2024 | 58.62% |
| August 31, 2024 | 58.62% |
| July 31, 2024 | 58.62% |
| June 30, 2024 | 58.62% |
| May 31, 2024 | 58.62% |
| April 30, 2024 | 58.62% |
| March 31, 2024 | 58.62% |
| February 29, 2024 | 58.62% |
| January 31, 2024 | 58.62% |
| December 31, 2023 | 58.62% |
| November 30, 2023 | 58.62% |
| October 31, 2023 | 58.62% |
| September 30, 2023 | 58.62% |
| August 31, 2023 | 58.62% |
| July 31, 2023 | 58.62% |
| June 30, 2023 | 58.62% |
| May 31, 2023 | 58.62% |
| April 30, 2023 | 58.62% |
| March 31, 2023 | 58.62% |
| February 28, 2023 | 58.62% |
| January 31, 2023 | 58.62% |
| December 31, 2022 | 58.62% |
| November 30, 2022 | 54.91% |
| October 31, 2022 | 54.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.59% |
| August 31, 2022 | 49.80% |
| July 31, 2022 | 49.80% |
| June 30, 2022 | 49.80% |
| May 31, 2022 | 49.80% |
| April 30, 2022 | 45.13% |
| March 31, 2022 | 38.53% |
| February 28, 2022 | 38.53% |
| January 31, 2022 | 35.72% |
| December 31, 2021 | 35.72% |
| November 30, 2021 | 35.72% |
| October 31, 2021 | 35.72% |
| September 30, 2021 | 35.72% |
| August 31, 2021 | 35.72% |
| July 31, 2021 | 35.72% |
| June 30, 2021 | 35.72% |
| May 31, 2021 | 35.72% |
| April 30, 2021 | 35.72% |
| March 31, 2021 | 35.72% |
| February 28, 2021 | 35.72% |
| January 31, 2021 | 35.72% |
| December 31, 2020 | 35.72% |
| November 30, 2020 | 35.72% |
| October 31, 2020 | 35.72% |
| September 30, 2020 | 35.72% |
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
34.20%
Minimum
Nov 2019
58.62%
Maximum
Dec 2022
46.51%
Average
47.46%
Median
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Oracle Corp | 40.36% |
| CrowdStrike Holdings Inc | 67.69% |
| Snowflake Inc | -- |
| Adobe Inc | 60.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.638 |
| Beta (5Y) | 1.287 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.40% |
| Historical Sharpe Ratio (5Y) | 0.3015 |
| Historical Sortino (5Y) | 0.5237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |