Datadog Inc (DDOG)
143.87
+8.42
(+6.22%)
USD |
NASDAQ |
Nov 21, 16:00
144.10
+0.23
(+0.16%)
After-Hours: 16:22
Datadog 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
Microsoft Corp | 37.14% |
Ansys Inc | 51.28% |
Bandwidth Inc | -- |
DocuSign Inc | -- |
CrowdStrike Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.61 |
Beta (5Y) | 1.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.81% |
Historical Sharpe Ratio (5Y) | 0.4646 |
Historical Sortino (5Y) | 1.002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.99% |