CrowdStrike Holdings Inc (CRWD)
357.67
+7.52
(+2.15%)
USD |
NASDAQ |
Nov 21, 16:00
357.03
-0.64
(-0.18%)
After-Hours: 20:00
CrowdStrike Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Salesforce Inc | 58.62% |
| Microsoft Corp | 37.14% |
| Okta Inc | 84.57% |
| Adobe Inc | 60.02% |
| Autodesk Inc | 51.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.22 |
| Beta (5Y) | 1.105 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.45% |
| Historical Sharpe Ratio (5Y) | 0.7172 |
| Historical Sortino (5Y) | 1.116 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.98% |