Fortinet Inc (FTNT)

97.19 +2.34 (+2.47%) USD  |  NASDAQ  |  Dec 20, 16:00
97.34 +0.15 (+0.15%) After-Hours: 20:00
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Fortinet Max Drawdown (5Y): 38.32% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Akamai Technologies Inc 41.97%
Palo Alto Networks Inc 47.98%
Zscaler Inc 76.41%
CrowdStrike Holdings Inc 67.69%
Okta Inc 84.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 19.47
Beta (5Y) 0.9990
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.42%
Historical Sharpe Ratio (5Y) 0.8119
Historical Sortino (5Y) 1.354
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.76%