Manhattan Associates Inc (MANH)
264.35
+0.99
(+0.38%)
USD |
NASDAQ |
Nov 01, 16:00
264.25
-0.10
(-0.04%)
After-Hours: 20:00
Manhattan Associates Max Drawdown (5Y): 57.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.93% |
| September 30, 2024 | 57.93% |
| August 31, 2024 | 57.93% |
| July 31, 2024 | 57.93% |
| June 30, 2024 | 57.93% |
| May 31, 2024 | 57.93% |
| April 30, 2024 | 57.93% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
57.93%
Maximum
Mar 2020
57.27%
Average
57.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Adobe Inc | 60.02% |
| Ansys Inc | 51.28% |
| Alarm.com Holdings Inc | 57.92% |
| Bentley Systems Inc | -- |
| Guidewire Software Inc | 60.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.645 |
| Beta (5Y) | 1.516 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.74% |
| Historical Sharpe Ratio (5Y) | 0.6596 |
| Historical Sortino (5Y) | 1.016 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |