Domo Inc (DOMO)
7.45
-0.06
(-0.80%)
USD |
NASDAQ |
May 03, 16:00
7.46
+0.01
(+0.13%)
After-Hours: 20:00
Domo Max Drawdown (5Y): 92.40% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 81.87% |
| July 31, 2020 | 81.87% |
| June 30, 2020 | 81.87% |
| May 31, 2020 | 81.87% |
| April 30, 2020 | 81.87% |
| March 31, 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
48.10%
Minimum
May 2019
92.40%
Maximum
Apr 2024
80.34%
Average
81.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Teradata Corp | 63.17% |
| Veritec Inc | 99.89% |
| Aiadvertising Inc | 99.70% |
| Duos Technologies Group Inc | 99.62% |
| Nutanix Inc | 80.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -55.97 |
| Beta (5Y) | 2.346 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.23% |
| Historical Sharpe Ratio (5Y) | -0.354 |
| Historical Sortino (5Y) | -0.6353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.47% |