Elastic NV (ESTC)
94.13
+5.55
(+6.27%)
USD |
NYSE |
Nov 21, 16:00
118.02
+23.89
(+25.38%)
After-Hours: 20:00
Elastic 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Datadog Inc | -- |
| Synopsys Inc | 34.25% |
| Okta Inc | 84.57% |
| DocuSign Inc | -- |
| CrowdStrike Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.36 |
| Beta (5Y) | 0.9441 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.06% |
| Historical Sharpe Ratio (5Y) | -0.003 |
| Historical Sortino (5Y) | -0.0051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.74% |