F5 Inc (FFIV)
244.26
+2.24
(+0.93%)
USD |
NASDAQ |
Nov 21, 16:00
245.29
+1.03
(+0.42%)
After-Hours: 20:00
F5 Max Drawdown (5Y): 54.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.59% |
| September 30, 2024 | 54.59% |
| August 31, 2024 | 54.59% |
| July 31, 2024 | 54.59% |
| June 30, 2024 | 54.59% |
| May 31, 2024 | 54.59% |
| April 30, 2024 | 54.59% |
| March 31, 2024 | 54.59% |
| February 29, 2024 | 54.59% |
| January 31, 2024 | 54.59% |
| December 31, 2023 | 54.59% |
| November 30, 2023 | 54.59% |
| October 31, 2023 | 54.59% |
| September 30, 2023 | 54.59% |
| August 31, 2023 | 54.59% |
| July 31, 2023 | 54.59% |
| June 30, 2023 | 54.59% |
| May 31, 2023 | 54.59% |
| April 30, 2023 | 54.59% |
| March 31, 2023 | 54.59% |
| February 28, 2023 | 54.59% |
| January 31, 2023 | 54.59% |
| December 31, 2022 | 54.59% |
| November 30, 2022 | 54.59% |
| October 31, 2022 | 54.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.59% |
| August 31, 2022 | 54.59% |
| July 31, 2022 | 54.59% |
| June 30, 2022 | 54.59% |
| May 31, 2022 | 54.59% |
| April 30, 2022 | 54.59% |
| March 31, 2022 | 54.59% |
| February 28, 2022 | 54.59% |
| January 31, 2022 | 54.59% |
| December 31, 2021 | 54.59% |
| November 30, 2021 | 54.59% |
| October 31, 2021 | 54.59% |
| September 30, 2021 | 54.59% |
| August 31, 2021 | 54.59% |
| July 31, 2021 | 54.59% |
| June 30, 2021 | 54.59% |
| May 31, 2021 | 54.59% |
| April 30, 2021 | 54.59% |
| March 31, 2021 | 54.59% |
| February 28, 2021 | 54.59% |
| January 31, 2021 | 54.59% |
| December 31, 2020 | 54.59% |
| November 30, 2020 | 54.59% |
| October 31, 2020 | 54.59% |
| September 30, 2020 | 54.59% |
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
38.79%
Minimum
Nov 2019
54.59%
Maximum
Mar 2020
53.56%
Average
54.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| GitLab Inc | -- |
| Lyft Inc | -- |
| Dynatrace Inc | -- |
| Palantir Technologies Inc | -- |
| Enfusion Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.736 |
| Beta (5Y) | 1.049 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.96% |
| Historical Sharpe Ratio (5Y) | 0.2522 |
| Historical Sortino (5Y) | 0.4086 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.40% |