Forrester Research Inc (FORR)
16.76
-0.13
(-0.77%)
USD |
NASDAQ |
Nov 21, 16:00
16.79
+0.03
(+0.18%)
After-Hours: 20:00
Forrester Research Max Drawdown (5Y): 75.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.96% |
| September 30, 2024 | 73.00% |
| August 31, 2024 | 73.00% |
| July 31, 2024 | 73.00% |
| June 30, 2024 | 73.00% |
| May 31, 2024 | 71.00% |
| April 30, 2024 | 70.05% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
39.35%
Minimum
Nov 2019
75.96%
Maximum
Oct 2024
57.70%
Average
55.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| One World Universe Inc | 99.14% |
| Blink Charging Co | 97.41% |
| APi Group Corp | -- |
| Gold Rock Holdings Inc | 99.99% |
| CRA International Inc | 60.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.50 |
| Beta (5Y) | 0.8850 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.88% |
| Historical Sharpe Ratio (5Y) | -0.5181 |
| Historical Sortino (5Y) | -0.7625 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.46% |