Domo Inc (DOMO)
8.05
+0.24
(+3.07%)
USD |
NASDAQ |
Nov 04, 16:00
8.045
0.00 (0.00%)
After-Hours: 20:00
Domo Max Drawdown (5Y): 93.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 93.42% |
| September 30, 2024 | 93.42% |
| August 31, 2024 | 93.42% |
| July 31, 2024 | 93.42% |
| June 30, 2024 | 93.42% |
| May 31, 2024 | 93.42% |
| April 30, 2024 | 92.40% |
| March 31, 2024 | 91.96% |
| February 29, 2024 | 91.96% |
| January 31, 2024 | 91.96% |
| December 31, 2023 | 91.96% |
| November 30, 2023 | 91.96% |
| October 31, 2023 | 91.92% |
| September 30, 2023 | 90.20% |
| August 31, 2023 | 89.15% |
| July 31, 2023 | 88.02% |
| June 30, 2023 | 88.02% |
| May 31, 2023 | 88.02% |
| April 30, 2023 | 88.02% |
| March 31, 2023 | 88.02% |
| February 28, 2023 | 87.46% |
| January 31, 2023 | 87.46% |
| December 31, 2022 | 87.46% |
| November 30, 2022 | 86.63% |
| October 31, 2022 | 85.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.97% |
| August 31, 2022 | 81.87% |
| July 31, 2022 | 81.87% |
| June 30, 2022 | 81.87% |
| May 31, 2022 | 81.87% |
| April 30, 2022 | 81.87% |
| March 31, 2022 | 81.87% |
| February 28, 2022 | 81.87% |
| January 31, 2022 | 81.87% |
| December 31, 2021 | 81.87% |
| November 30, 2021 | 81.87% |
| October 31, 2021 | 81.87% |
| September 30, 2021 | 81.87% |
| August 31, 2021 | 81.87% |
| July 31, 2021 | 81.87% |
| June 30, 2021 | 81.87% |
| May 31, 2021 | 81.87% |
| April 30, 2021 | 81.87% |
| March 31, 2021 | 81.87% |
| February 28, 2021 | 81.87% |
| January 31, 2021 | 81.87% |
| December 31, 2020 | 81.87% |
| November 30, 2020 | 81.87% |
| October 31, 2020 | 81.87% |
| September 30, 2020 | 81.87% |
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
65.24%
Minimum
Nov 2019
93.42%
Maximum
May 2024
84.31%
Average
81.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nutanix Inc | 80.40% |
| Teradata Corp | 63.17% |
| Veritec Inc | 99.89% |
| Duos Technologies Group Inc | 98.91% |
| 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% |