Fortinet Inc (FTNT)
94.46
-3.42
(-3.49%)
USD |
NASDAQ |
Nov 14, 16:00
94.47
0.00 (0.00%)
After-Hours: 17:52
Fortinet Max Drawdown (5Y): 38.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.32% |
| September 30, 2024 | 38.32% |
| August 31, 2024 | 38.32% |
| July 31, 2024 | 38.32% |
| June 30, 2024 | 38.32% |
| May 31, 2024 | 38.32% |
| April 30, 2024 | 38.32% |
| March 31, 2024 | 38.32% |
| February 29, 2024 | 38.32% |
| January 31, 2024 | 38.32% |
| December 31, 2023 | 38.32% |
| November 30, 2023 | 38.32% |
| October 31, 2023 | 37.61% |
| September 30, 2023 | 37.61% |
| August 31, 2023 | 37.61% |
| July 31, 2023 | 37.61% |
| June 30, 2023 | 37.61% |
| May 31, 2023 | 37.61% |
| April 30, 2023 | 37.61% |
| March 31, 2023 | 37.61% |
| February 28, 2023 | 37.61% |
| January 31, 2023 | 37.61% |
| December 31, 2022 | 37.61% |
| November 30, 2022 | 37.61% |
| October 31, 2022 | 37.61% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.61% |
| August 31, 2022 | 37.61% |
| July 31, 2022 | 37.61% |
| June 30, 2022 | 37.61% |
| May 31, 2022 | 37.61% |
| April 30, 2022 | 37.61% |
| March 31, 2022 | 37.61% |
| February 28, 2022 | 37.61% |
| January 31, 2022 | 37.61% |
| December 31, 2021 | 37.61% |
| November 30, 2021 | 37.61% |
| October 31, 2021 | 38.32% |
| September 30, 2021 | 41.41% |
| August 31, 2021 | 41.41% |
| July 31, 2021 | 41.41% |
| June 30, 2021 | 41.41% |
| May 31, 2021 | 41.41% |
| April 30, 2021 | 41.41% |
| March 31, 2021 | 41.41% |
| February 28, 2021 | 41.41% |
| January 31, 2021 | 41.41% |
| December 31, 2020 | 44.32% |
| November 30, 2020 | 51.20% |
| October 31, 2020 | 51.20% |
| September 30, 2020 | 51.20% |
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
37.61%
Minimum
Nov 2021
51.20%
Maximum
Nov 2019
41.39%
Average
38.32%
Median
Nov 2023
Max Drawdown (5Y) Benchmarks
| Palo Alto Networks Inc | 47.98% |
| CrowdStrike Holdings Inc | 67.69% |
| Akamai Technologies Inc | 41.97% |
| Zscaler Inc | 76.41% |
| Verify Smart Corp | 99.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.77 |
| Beta (5Y) | 0.9954 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.19% |
| Historical Sharpe Ratio (5Y) | 0.8613 |
| Historical Sortino (5Y) | 1.428 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.76% |