Elastic NV (ESTC)
105.66
-0.44
(-0.41%)
USD |
NYSE |
May 03, 16:00
105.70
+0.04
(+0.04%)
After-Hours: 20:00
Elastic Max Drawdown (5Y): 74.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.33% |
March 31, 2024 | 74.33% |
February 29, 2024 | 74.33% |
January 31, 2024 | 74.33% |
December 31, 2023 | 74.33% |
November 30, 2023 | 74.33% |
October 31, 2023 | 74.33% |
September 30, 2023 | 74.33% |
August 31, 2023 | 74.33% |
July 31, 2023 | 74.33% |
June 30, 2023 | 74.33% |
May 31, 2023 | 74.33% |
April 30, 2023 | 74.33% |
March 31, 2023 | 74.33% |
February 28, 2023 | 74.33% |
January 31, 2023 | 74.33% |
December 31, 2022 | 73.61% |
November 30, 2022 | 71.70% |
October 31, 2022 | 71.62% |
September 30, 2022 | 71.62% |
August 31, 2022 | 71.62% |
July 31, 2022 | 71.62% |
June 30, 2022 | 71.62% |
May 31, 2022 | 71.62% |
April 30, 2022 | 64.09% |
Date | Value |
---|---|
March 31, 2022 | 64.09% |
February 28, 2022 | 59.22% |
January 31, 2022 | 56.99% |
December 31, 2021 | 56.99% |
November 30, 2021 | 56.99% |
October 31, 2021 | 56.99% |
September 30, 2021 | 56.99% |
August 31, 2021 | 56.99% |
July 31, 2021 | 56.99% |
June 30, 2021 | 56.99% |
May 31, 2021 | 56.99% |
April 30, 2021 | 56.99% |
March 31, 2021 | 56.99% |
February 28, 2021 | 56.99% |
January 31, 2021 | 56.99% |
December 31, 2020 | 56.99% |
November 30, 2020 | 56.99% |
October 31, 2020 | 56.99% |
September 30, 2020 | 56.99% |
August 31, 2020 | 56.99% |
July 31, 2020 | 56.99% |
June 30, 2020 | 56.99% |
May 31, 2020 | 56.99% |
April 30, 2020 | 56.99% |
March 31, 2020 | 56.99% |
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
23.74%
Minimum
May 2019
74.33%
Maximum
Jan 2023
59.65%
Average
56.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Autodesk Inc | 51.99% |
Okta Inc | 84.57% |
Uber Technologies Inc | -- |
CrowdStrike Holdings Inc | -- |
C3.ai Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.669 |
Beta (5Y) | 0.9194 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.76% |
Historical Sharpe Ratio (5Y) | 0.0264 |
Historical Sortino (5Y) | 0.048 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.83% |