CommVault Systems Inc (CVLT)
162.37
+4.61
(+2.92%)
USD |
NASDAQ |
Apr 01, 13:03
CommVault Systems Max Drawdown (5Y): 50.68% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| CrowdStrike Holdings Inc | 67.69% |
| Snowflake Inc | -- |
| Autodesk Inc | 51.99% |
| Microsoft Corp | 37.14% |
| BlackLine Inc | 70.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.85 |
| Beta (5Y) | 0.6764 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.96% |
| Historical Sharpe Ratio (5Y) | 0.8968 |
| Historical Sortino (5Y) | 1.876 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.56% |