Fortinet Inc (FTNT)
64.03
-1.42
(-2.17%)
USD |
NASDAQ |
Apr 25, 16:00
64.03
0.00 (0.00%)
After-Hours: 05:37
Fortinet Max Drawdown (5Y): 38.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 51.20% |
| July 31, 2020 | 51.20% |
| June 30, 2020 | 51.20% |
| May 31, 2020 | 51.20% |
| April 30, 2020 | 51.20% |
| March 31, 2020 | 51.20% |
| February 29, 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
Apr 2019
42.89%
Average
39.86%
Median
Max Drawdown (5Y) Benchmarks
| Palo Alto Networks Inc | 47.98% |
| Zscaler Inc | 76.41% |
| CrowdStrike Holdings Inc | -- |
| Verify Smart Corp | 99.72% |
| Fidelity National Information Services Inc | 67.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.32 |
| Beta (5Y) | 1.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.13% |
| Historical Sharpe Ratio (5Y) | 0.7574 |
| Historical Sortino (5Y) | 1.250 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.61% |