Domo Inc (DOMO)
9.08
+0.29
(+3.30%)
USD |
NASDAQ |
Nov 21, 16:00
9.08
0.00 (0.00%)
After-Hours: 20:00
Domo 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
| Nutanix Inc | 80.40% |
| Teradata Corp | 63.17% |
| Veritec Inc | 99.89% |
| Duos Technologies Group Inc | 99.48% |
| Foxx Development Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -46.94 |
| Beta (5Y) | 2.436 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.99% |
| Historical Sharpe Ratio (5Y) | -0.1891 |
| Historical Sortino (5Y) | -0.3366 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.91% |