Model N Inc (MODN)
29.67
+0.02
(+0.07%)
USD |
NYSE |
Apr 24, 12:13
Model N Max Drawdown (5Y): 54.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 54.76% |
February 29, 2024 | 54.76% |
January 31, 2024 | 54.76% |
December 31, 2023 | 54.76% |
November 30, 2023 | 54.76% |
October 31, 2023 | 54.76% |
September 30, 2023 | 54.76% |
August 31, 2023 | 54.76% |
July 31, 2023 | 54.76% |
June 30, 2023 | 54.76% |
May 31, 2023 | 54.76% |
April 30, 2023 | 54.76% |
March 31, 2023 | 54.76% |
February 28, 2023 | 54.76% |
January 31, 2023 | 54.76% |
December 31, 2022 | 54.76% |
November 30, 2022 | 54.76% |
October 31, 2022 | 54.76% |
September 30, 2022 | 54.76% |
August 31, 2022 | 54.76% |
July 31, 2022 | 54.76% |
June 30, 2022 | 54.76% |
May 31, 2022 | 54.76% |
April 30, 2022 | 54.76% |
March 31, 2022 | 54.76% |
Date | Value |
---|---|
February 28, 2022 | 56.34% |
January 31, 2022 | 58.57% |
December 31, 2021 | 59.99% |
November 30, 2021 | 64.66% |
October 31, 2021 | 65.68% |
September 30, 2021 | 66.90% |
August 31, 2021 | 70.15% |
July 31, 2021 | 70.15% |
June 30, 2021 | 70.15% |
May 31, 2021 | 70.15% |
April 30, 2021 | 70.15% |
March 31, 2021 | 70.15% |
February 28, 2021 | 70.15% |
January 31, 2021 | 70.15% |
December 31, 2020 | 70.15% |
November 30, 2020 | 70.15% |
October 31, 2020 | 70.15% |
September 30, 2020 | 70.15% |
August 31, 2020 | 70.15% |
July 31, 2020 | 70.15% |
June 30, 2020 | 70.15% |
May 31, 2020 | 70.15% |
April 30, 2020 | 70.15% |
March 31, 2020 | 70.15% |
February 29, 2020 | 70.15% |
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
54.76%
Minimum
Mar 2022
70.15%
Maximum
Apr 2019
62.92%
Average
66.29%
Median
Max Drawdown (5Y) Benchmarks
Cognizant Technology Solutions Corp | 49.77% |
ExlService Holdings Inc | 46.23% |
Castellum Inc | 99.97% |
BM Technologies Inc | -- |
Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.021 |
Beta (5Y) | 0.7046 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.26% |
Historical Sharpe Ratio (5Y) | 0.189 |
Historical Sortino (5Y) | 0.3148 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.49% |