Forrester Research Inc (FORR)
18.52
-0.46
(-2.42%)
USD |
NASDAQ |
Apr 24, 11:09
Forrester Research Max Drawdown (5Y): 68.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 68.57% |
| February 29, 2024 | 68.38% |
| January 31, 2024 | 62.90% |
| December 31, 2023 | 62.90% |
| November 30, 2023 | 62.90% |
| October 31, 2023 | 61.80% |
| September 30, 2023 | 58.21% |
| August 31, 2023 | 58.21% |
| July 31, 2023 | 58.21% |
| June 30, 2023 | 58.21% |
| May 31, 2023 | 58.21% |
| April 30, 2023 | 55.72% |
| March 31, 2023 | 55.72% |
| February 28, 2023 | 55.72% |
| January 31, 2023 | 55.72% |
| December 31, 2022 | 55.72% |
| November 30, 2022 | 55.72% |
| October 31, 2022 | 55.72% |
| September 30, 2022 | 55.72% |
| August 31, 2022 | 55.72% |
| July 31, 2022 | 55.72% |
| June 30, 2022 | 55.72% |
| May 31, 2022 | 55.72% |
| April 30, 2022 | 55.72% |
| March 31, 2022 | 55.72% |
| Date | Value |
|---|---|
| February 28, 2022 | 55.72% |
| January 31, 2022 | 55.72% |
| December 31, 2021 | 55.72% |
| November 30, 2021 | 55.72% |
| October 31, 2021 | 55.72% |
| September 30, 2021 | 55.72% |
| August 31, 2021 | 55.72% |
| July 31, 2021 | 55.72% |
| June 30, 2021 | 55.72% |
| May 31, 2021 | 55.72% |
| April 30, 2021 | 55.72% |
| March 31, 2021 | 55.72% |
| February 28, 2021 | 55.72% |
| January 31, 2021 | 55.72% |
| December 31, 2020 | 55.72% |
| November 30, 2020 | 55.72% |
| October 31, 2020 | 55.72% |
| September 30, 2020 | 55.72% |
| August 31, 2020 | 55.72% |
| July 31, 2020 | 55.72% |
| June 30, 2020 | 55.72% |
| May 31, 2020 | 55.72% |
| April 30, 2020 | 55.72% |
| March 31, 2020 | 55.72% |
| February 29, 2020 | 39.35% |
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
32.17%
Minimum
Apr 2019
68.57%
Maximum
Mar 2024
53.27%
Average
55.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Blink Charging Co | 96.36% |
| APi Group Corp | 62.19% |
| Agrify Corp | -- |
| Gold Rock Holdings Inc | 100.00% |
| Willdan Group Inc | 78.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.82 |
| Beta (5Y) | 0.9123 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.10% |
| Historical Sharpe Ratio (5Y) | -0.4558 |
| Historical Sortino (5Y) | -0.6277 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.67% |