CyberArk Software Ltd (CYBR)
233.62
-3.52
(-1.48%)
USD |
NASDAQ |
Apr 19, 15:58
CyberArk Software Max Drawdown (5Y): 50.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 50.48% |
| December 31, 2020 | 50.48% |
| November 30, 2020 | 55.64% |
| October 31, 2020 | 55.64% |
| September 30, 2020 | 55.64% |
| August 31, 2020 | 55.64% |
| July 31, 2020 | 55.64% |
| June 30, 2020 | 55.64% |
| May 31, 2020 | 55.64% |
| April 30, 2020 | 55.64% |
| March 31, 2020 | 55.64% |
| February 29, 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
Dec 2020
55.64%
Maximum
Apr 2019
52.20%
Average
50.48%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| CrowdStrike Holdings Inc | -- |
| Voice Assist Inc | 95.62% |
| ViewBix Inc | 99.96% |
| AppYea Inc | 100.00% |
| ODDITY Tech Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.735 |
| Beta (5Y) | 1.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.03% |
| Historical Sharpe Ratio (5Y) | 0.3501 |
| Historical Sortino (5Y) | 0.5687 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.36% |