Dynatrace Inc (DT)
55.46
+2.99
(+5.70%)
USD |
NYSE |
Nov 22, 16:00
55.75
+0.29
(+0.52%)
Pre-Market: 05:12
Dynatrace 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
| MongoDB Inc | -- |
| F5 Inc | 54.59% |
| VeriSign Inc | 38.85% |
| Zscaler Inc | -- |
| AppLovin Corp | -- |
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% |