CrowdStrike Holdings Inc (CRWD)
303.13
+6.26
(+2.11%)
USD |
NASDAQ |
Nov 01, 16:00
303.11
-0.02
(-0.01%)
After-Hours: 20:00
CrowdStrike Holdings Max Drawdown (5Y): 67.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.69% |
| September 30, 2024 | 67.69% |
| August 31, 2024 | 67.69% |
| July 31, 2024 | 67.69% |
| June 30, 2024 | 67.69% |
| May 31, 2024 | 67.69% |
| April 30, 2024 | 67.69% |
| March 31, 2024 | 67.69% |
| February 29, 2024 | 67.69% |
| January 31, 2024 | 67.69% |
| December 31, 2023 | 67.69% |
| November 30, 2023 | 67.69% |
| October 31, 2023 | 67.69% |
| September 30, 2023 | 67.69% |
| August 31, 2023 | 67.69% |
| July 31, 2023 | 67.69% |
| June 30, 2023 | 67.69% |
| May 31, 2023 | 67.69% |
| April 30, 2023 | 67.69% |
| March 31, 2023 | 67.69% |
| February 28, 2023 | 67.69% |
| January 31, 2023 | 67.69% |
| December 31, 2022 | 66.87% |
| November 30, 2022 | 66.87% |
| October 31, 2022 | 66.87% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.87% |
| August 31, 2022 | 66.87% |
| July 31, 2022 | 66.87% |
| June 30, 2022 | 66.87% |
| May 31, 2022 | 66.87% |
| April 30, 2022 | 66.87% |
| March 31, 2022 | 66.87% |
| February 28, 2022 | 66.87% |
| January 31, 2022 | 66.87% |
| December 31, 2021 | 66.87% |
| November 30, 2021 | 66.87% |
| October 31, 2021 | 66.87% |
| September 30, 2021 | 66.87% |
| August 31, 2021 | 66.87% |
| July 31, 2021 | 66.87% |
| June 30, 2021 | 66.87% |
| May 31, 2021 | 66.87% |
| April 30, 2021 | 66.87% |
| March 31, 2021 | 66.87% |
| February 28, 2021 | 66.87% |
| January 31, 2021 | 66.87% |
| December 31, 2020 | 66.87% |
| November 30, 2020 | 66.87% |
| October 31, 2020 | 66.87% |
| September 30, 2020 | 66.87% |
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
54.34%
Minimum
Nov 2019
67.69%
Maximum
Jan 2023
66.34%
Average
66.87%
Median
Mar 2020
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% |