Dynatrace Inc (DT)
54.56
+0.49
(+0.91%)
USD |
NYSE |
Nov 04, 16:00
54.56
0.00 (0.00%)
Pre-Market: 20:00
Dynatrace Max Drawdown (5Y): 61.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.77% |
| September 30, 2024 | 61.77% |
| August 31, 2024 | 61.77% |
| July 31, 2024 | 61.77% |
| June 30, 2024 | 61.77% |
| May 31, 2024 | 61.77% |
| April 30, 2024 | 61.77% |
| March 31, 2024 | 61.77% |
| February 29, 2024 | 61.77% |
| January 31, 2024 | 61.77% |
| December 31, 2023 | 61.77% |
| November 30, 2023 | 61.77% |
| October 31, 2023 | 61.77% |
| September 30, 2023 | 61.77% |
| August 31, 2023 | 61.77% |
| July 31, 2023 | 61.77% |
| June 30, 2023 | 61.77% |
| May 31, 2023 | 61.77% |
| April 30, 2023 | 61.77% |
| March 31, 2023 | 61.77% |
| February 28, 2023 | 61.77% |
| January 31, 2023 | 61.77% |
| December 31, 2022 | 61.77% |
| November 30, 2022 | 61.77% |
| October 31, 2022 | 61.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.77% |
| August 31, 2022 | 61.77% |
| July 31, 2022 | 61.77% |
| June 30, 2022 | 61.77% |
| May 31, 2022 | 61.77% |
| April 30, 2022 | 51.30% |
| March 31, 2022 | 50.91% |
| February 28, 2022 | 48.18% |
| January 31, 2022 | 46.51% |
| December 31, 2021 | 46.51% |
| November 30, 2021 | 46.51% |
| October 31, 2021 | 46.51% |
| September 30, 2021 | 46.51% |
| August 31, 2021 | 46.51% |
| July 31, 2021 | 46.51% |
| June 30, 2021 | 46.51% |
| May 31, 2021 | 46.51% |
| April 30, 2021 | 46.51% |
| March 31, 2021 | 46.51% |
| February 28, 2021 | 46.51% |
| January 31, 2021 | 46.51% |
| December 31, 2020 | 46.51% |
| November 30, 2020 | 46.51% |
| October 31, 2020 | 46.51% |
| September 30, 2020 | 46.51% |
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
34.03%
Minimum
Nov 2019
61.77%
Maximum
May 2022
53.49%
Average
56.53%
Median
Max Drawdown (5Y) Benchmarks
| MongoDB Inc | 76.52% |
| GitLab Inc | -- |
| Informatica Inc | -- |
| SentinelOne Inc | -- |
| Lyft Inc | 89.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.614 |
| Beta (5Y) | 1.056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.75% |
| Historical Sharpe Ratio (5Y) | 0.4398 |
| Historical Sortino (5Y) | 0.7099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.26% |