Gartner Inc (IT)
480.84
+5.39
(+1.13%)
USD |
NYSE |
Mar 27, 16:00
481.12
+0.28
(+0.06%)
Pre-Market: 20:00
Gartner Max Drawdown (5Y): 51.33% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 51.33% |
January 31, 2024 | 51.33% |
December 31, 2023 | 51.33% |
November 30, 2023 | 51.33% |
October 31, 2023 | 51.33% |
September 30, 2023 | 51.33% |
August 31, 2023 | 51.33% |
July 31, 2023 | 51.33% |
June 30, 2023 | 51.33% |
May 31, 2023 | 51.33% |
April 30, 2023 | 51.33% |
March 31, 2023 | 51.33% |
February 28, 2023 | 51.33% |
January 31, 2023 | 51.33% |
December 31, 2022 | 51.33% |
November 30, 2022 | 51.33% |
October 31, 2022 | 51.33% |
September 30, 2022 | 51.33% |
August 31, 2022 | 51.33% |
July 31, 2022 | 51.33% |
June 30, 2022 | 51.33% |
May 31, 2022 | 51.33% |
April 30, 2022 | 51.33% |
March 31, 2022 | 51.33% |
February 28, 2022 | 51.33% |
Date | Value |
---|---|
January 31, 2022 | 51.33% |
December 31, 2021 | 51.33% |
November 30, 2021 | 51.33% |
October 31, 2021 | 51.33% |
September 30, 2021 | 51.33% |
August 31, 2021 | 51.33% |
July 31, 2021 | 51.33% |
June 30, 2021 | 51.33% |
May 31, 2021 | 51.33% |
April 30, 2021 | 51.33% |
March 31, 2021 | 51.33% |
February 28, 2021 | 51.33% |
January 31, 2021 | 51.33% |
December 31, 2020 | 51.33% |
November 30, 2020 | 51.33% |
October 31, 2020 | 51.33% |
September 30, 2020 | 51.33% |
August 31, 2020 | 51.33% |
July 31, 2020 | 51.33% |
June 30, 2020 | 51.33% |
May 31, 2020 | 51.33% |
April 30, 2020 | 51.33% |
March 31, 2020 | 51.33% |
February 29, 2020 | 26.05% |
January 31, 2020 | 26.05% |
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
23.09%
Minimum
Mar 2019
51.33%
Maximum
Mar 2020
46.03%
Average
51.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Progress Software Corp | 41.33% |
Cantaloupe Inc | 82.71% |
Paycor HCM Inc | -- |
Aurora Innovation Inc | -- |
AtlasClear Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.273 |
Beta (5Y) | 1.290 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.69% |
Historical Sharpe Ratio (5Y) | 0.6949 |
Historical Sortino (5Y) | 0.9209 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.51% |