DocuSign Inc (DOCU)
80.13
+1.32
(+1.67%)
USD |
NASDAQ |
Nov 21, 14:03
DocuSign Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
| Guidewire Software Inc | 60.28% |
| Smartsheet Inc | -- |
| Automatic Data Processing Inc | 39.40% |
| Microsoft Corp | 37.14% |
| Datadog Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.02 |
| Beta (5Y) | 0.8992 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.70% |
| Historical Sharpe Ratio (5Y) | -0.0255 |
| Historical Sortino (5Y) | -0.0426 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.73% |