Dropbox Inc (DBX)
27.64
+0.76
(+2.81%)
USD |
NASDAQ |
Nov 21, 16:00
27.64
0.00 (0.00%)
After-Hours: 17:01
Dropbox Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
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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
Box Inc | 68.56% |
DocuSign Inc | -- |
Cloudflare Inc | -- |
Datadog Inc | -- |
Ansys Inc | 51.28% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.725 |
Beta (5Y) | 0.6056 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.75% |
Historical Sharpe Ratio (5Y) | 0.1006 |
Historical Sortino (5Y) | 0.1473 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.22% |