CyberArk Software Ltd (CYBR)
329.15
+12.25
(+3.87%)
USD |
NASDAQ |
Nov 21, 16:00
331.00
+1.85
(+0.56%)
After-Hours: 20:00
CyberArk Software Max Drawdown (5Y): 50.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.48% |
September 30, 2024 | 50.48% |
August 31, 2024 | 50.48% |
July 31, 2024 | 50.48% |
June 30, 2024 | 50.48% |
May 31, 2024 | 50.48% |
April 30, 2024 | 50.48% |
March 31, 2024 | 50.48% |
February 29, 2024 | 50.48% |
January 31, 2024 | 50.48% |
December 31, 2023 | 50.48% |
November 30, 2023 | 50.48% |
October 31, 2023 | 50.48% |
September 30, 2023 | 50.48% |
August 31, 2023 | 50.48% |
July 31, 2023 | 50.48% |
June 30, 2023 | 50.48% |
May 31, 2023 | 50.48% |
April 30, 2023 | 50.48% |
March 31, 2023 | 50.48% |
February 28, 2023 | 50.48% |
January 31, 2023 | 50.48% |
December 31, 2022 | 50.48% |
November 30, 2022 | 50.48% |
October 31, 2022 | 50.48% |
Date | Value |
---|---|
September 30, 2022 | 50.48% |
August 31, 2022 | 50.48% |
July 31, 2022 | 50.48% |
June 30, 2022 | 50.48% |
May 31, 2022 | 50.48% |
April 30, 2022 | 50.48% |
March 31, 2022 | 50.48% |
February 28, 2022 | 50.48% |
January 31, 2022 | 50.48% |
December 31, 2021 | 50.48% |
November 30, 2021 | 50.48% |
October 31, 2021 | 50.48% |
September 30, 2021 | 50.48% |
August 31, 2021 | 50.48% |
July 31, 2021 | 50.48% |
June 30, 2021 | 50.48% |
May 31, 2021 | 50.48% |
April 30, 2021 | 50.48% |
March 31, 2021 | 50.48% |
February 28, 2021 | 50.48% |
January 31, 2021 | 55.64% |
December 31, 2020 | 55.64% |
November 30, 2020 | 55.64% |
October 31, 2020 | 55.64% |
September 30, 2020 | 55.64% |
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
50.48%
Minimum
Feb 2021
55.64%
Maximum
Nov 2019
51.77%
Average
50.48%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Voice Assist Inc | 93.51% |
ViewBix Inc | 99.96% |
AppYea Inc | 100.00% |
Ethernity Networks Ltd | -- |
CrowdStrike Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.268 |
Beta (5Y) | 1.127 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.87% |
Historical Sharpe Ratio (5Y) | 0.4622 |
Historical Sortino (5Y) | 0.7358 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.97% |