Manhattan Associates Inc (MANH)
230.55
+2.12
(+0.93%)
USD |
NASDAQ |
Apr 18, 16:00
230.55
0.00 (0.00%)
After-Hours: 20:00
Manhattan Associates Max Drawdown (5Y): 57.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.93% |
| February 29, 2024 | 57.93% |
| January 31, 2024 | 57.93% |
| December 31, 2023 | 57.93% |
| November 30, 2023 | 57.93% |
| October 31, 2023 | 57.93% |
| September 30, 2023 | 57.93% |
| August 31, 2023 | 57.93% |
| July 31, 2023 | 57.93% |
| June 30, 2023 | 57.93% |
| May 31, 2023 | 57.93% |
| April 30, 2023 | 57.93% |
| March 31, 2023 | 57.93% |
| February 28, 2023 | 57.93% |
| January 31, 2023 | 57.93% |
| December 31, 2022 | 57.93% |
| November 30, 2022 | 57.93% |
| October 31, 2022 | 57.93% |
| September 30, 2022 | 57.93% |
| August 31, 2022 | 57.93% |
| July 31, 2022 | 57.93% |
| June 30, 2022 | 57.93% |
| May 31, 2022 | 57.93% |
| April 30, 2022 | 57.93% |
| March 31, 2022 | 57.93% |
| Date | Value |
|---|---|
| February 28, 2022 | 57.93% |
| January 31, 2022 | 57.93% |
| December 31, 2021 | 57.93% |
| November 30, 2021 | 57.93% |
| October 31, 2021 | 57.93% |
| September 30, 2021 | 57.93% |
| August 31, 2021 | 57.93% |
| July 31, 2021 | 57.93% |
| June 30, 2021 | 57.93% |
| May 31, 2021 | 57.93% |
| April 30, 2021 | 57.93% |
| March 31, 2021 | 57.93% |
| February 28, 2021 | 57.93% |
| January 31, 2021 | 57.93% |
| December 31, 2020 | 57.93% |
| November 30, 2020 | 57.93% |
| October 31, 2020 | 57.93% |
| September 30, 2020 | 57.93% |
| August 31, 2020 | 57.93% |
| July 31, 2020 | 57.93% |
| June 30, 2020 | 57.93% |
| May 31, 2020 | 57.93% |
| April 30, 2020 | 57.93% |
| March 31, 2020 | 57.93% |
| February 29, 2020 | 48.04% |
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
48.04%
Minimum
Apr 2019
57.93%
Maximum
Mar 2020
56.11%
Average
57.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Guidewire Software Inc | 60.28% |
| Bentley Systems Inc | -- |
| Ansys Inc | 51.28% |
| Cadence Design Systems Inc | 32.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.57 |
| Beta (5Y) | 1.438 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.00% |
| Historical Sharpe Ratio (5Y) | 0.8335 |
| Historical Sortino (5Y) | 1.305 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.77% |