Everbridge Inc (EVBG)
34.79
-0.01
(-0.03%)
USD |
NASDAQ |
May 06, 12:40
Everbridge Max Drawdown (5Y): 88.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.41% |
| March 31, 2024 | 88.41% |
| February 29, 2024 | 88.41% |
| January 31, 2024 | 88.41% |
| December 31, 2023 | 88.41% |
| November 30, 2023 | 88.41% |
| October 31, 2023 | 88.24% |
| September 30, 2023 | 87.22% |
| August 31, 2023 | 87.22% |
| July 31, 2023 | 86.25% |
| June 30, 2023 | 86.25% |
| May 31, 2023 | 86.25% |
| April 30, 2023 | 85.13% |
| March 31, 2023 | 85.13% |
| February 28, 2023 | 85.13% |
| January 31, 2023 | 85.13% |
| December 31, 2022 | 85.13% |
| November 30, 2022 | 85.13% |
| October 31, 2022 | 85.13% |
| September 30, 2022 | 85.13% |
| August 31, 2022 | 85.13% |
| July 31, 2022 | 85.13% |
| June 30, 2022 | 83.28% |
| May 31, 2022 | 81.65% |
| April 30, 2022 | 81.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.65% |
| February 28, 2022 | 81.65% |
| January 31, 2022 | 72.84% |
| December 31, 2021 | 62.23% |
| November 30, 2021 | 40.65% |
| October 31, 2021 | 40.65% |
| September 30, 2021 | 40.65% |
| August 31, 2021 | 40.65% |
| July 31, 2021 | 40.65% |
| June 30, 2021 | 40.65% |
| May 31, 2021 | 40.65% |
| April 30, 2021 | 40.65% |
| March 31, 2021 | 40.65% |
| February 28, 2021 | 40.65% |
| January 31, 2021 | 40.65% |
| December 31, 2020 | 40.65% |
| November 30, 2020 | 40.65% |
| October 31, 2020 | 40.65% |
| September 30, 2020 | 40.65% |
| August 31, 2020 | 40.65% |
| July 31, 2020 | 40.65% |
| June 30, 2020 | 40.65% |
| May 31, 2020 | 40.65% |
| April 30, 2020 | 40.65% |
| March 31, 2020 | 40.65% |
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
30.04%
Minimum
May 2019
88.41%
Maximum
Nov 2023
61.10%
Average
40.65%
Median
Sep 2019
Max Drawdown (5Y) Benchmarks
| Autodesk Inc | 51.99% |
| Workday Inc | 55.92% |
| Zoom Video Communications Inc | 89.60% |
| DocuSign Inc | 87.57% |
| Jamf Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.66 |
| Beta (5Y) | 0.9514 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.58% |
| Historical Sharpe Ratio (5Y) | -0.2694 |
| Historical Sortino (5Y) | -0.4556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.03% |