Dynatrace Inc (DT)

55.10 +0.03 (+0.05%) USD  |  NYSE  |  Dec 26, 16:00
55.10 0.00 (0.00%) After-Hours: 19:42
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Dynatrace Max Drawdown (5Y): 61.77% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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F5 Inc 54.59%
MongoDB Inc 76.52%
Palantir Technologies Inc --
Couchbase Inc --
GitLab Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2432
Beta (5Y) 1.011
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.47%
Historical Sharpe Ratio (5Y) 0.3163
Historical Sortino (5Y) 0.5088
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.26%