MongoDB Inc (MDB)
315.33
+33.57
(+11.91%)
USD |
NASDAQ |
Nov 21, 16:00
320.83
+5.50
(+1.74%)
After-Hours: 20:00
MongoDB Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| The Trade Desk Inc | 64.27% |
| Zscaler Inc | -- |
| Dynatrace Inc | -- |
| AppLovin Corp | -- |
| Jack Henry & Associates Inc | 33.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.077 |
| Beta (5Y) | 1.153 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.29% |
| Historical Sharpe Ratio (5Y) | 0.2083 |
| Historical Sortino (5Y) | 0.3351 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.34% |