MongoDB Inc (MDB)
366.55
+26.39
(+7.76%)
USD |
NASDAQ |
Apr 23, 16:00
368.00
+1.45
(+0.40%)
After-Hours: 20:00
MongoDB Max Drawdown (5Y): 76.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 76.52% |
| February 29, 2024 | 76.52% |
| January 31, 2024 | 76.52% |
| December 31, 2023 | 76.52% |
| November 30, 2023 | 76.52% |
| October 31, 2023 | 76.52% |
| September 30, 2023 | 76.52% |
| August 31, 2023 | 76.52% |
| July 31, 2023 | 76.52% |
| June 30, 2023 | 76.52% |
| May 31, 2023 | 76.52% |
| April 30, 2023 | 76.52% |
| March 31, 2023 | 76.52% |
| February 28, 2023 | 76.52% |
| January 31, 2023 | 76.52% |
| December 31, 2022 | 76.52% |
| November 30, 2022 | 76.52% |
| October 31, 2022 | 70.59% |
| September 30, 2022 | 67.58% |
| August 31, 2022 | 61.78% |
| July 31, 2022 | 61.78% |
| June 30, 2022 | 61.78% |
| May 31, 2022 | 61.78% |
| April 30, 2022 | 52.14% |
| March 31, 2022 | 52.14% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.04% |
| January 31, 2022 | 45.04% |
| December 31, 2021 | 45.04% |
| November 30, 2021 | 45.04% |
| October 31, 2021 | 45.04% |
| September 30, 2021 | 45.04% |
| August 31, 2021 | 45.04% |
| July 31, 2021 | 45.04% |
| June 30, 2021 | 45.04% |
| May 31, 2021 | 45.04% |
| April 30, 2021 | 45.04% |
| March 31, 2021 | 45.04% |
| February 28, 2021 | 45.04% |
| January 31, 2021 | 45.04% |
| December 31, 2020 | 45.04% |
| November 30, 2020 | 45.04% |
| October 31, 2020 | 45.04% |
| September 30, 2020 | 45.04% |
| August 31, 2020 | 45.04% |
| July 31, 2020 | 45.04% |
| June 30, 2020 | 45.04% |
| May 31, 2020 | 45.04% |
| April 30, 2020 | 45.04% |
| March 31, 2020 | 45.04% |
| February 29, 2020 | 34.04% |
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
25.56%
Minimum
Apr 2019
76.52%
Maximum
Nov 2022
53.37%
Average
45.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Palantir Technologies Inc | -- |
| Zscaler Inc | 76.41% |
| DigitalOcean Holdings Inc | -- |
| Couchbase Inc | -- |
| GitLab Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.936 |
| Beta (5Y) | 1.194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.40% |
| Historical Sharpe Ratio (5Y) | 0.2722 |
| Historical Sortino (5Y) | 0.4632 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.45% |